+179.3%
HOOD vs CMG
-5.7%
+185.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.2% |
| 7D | +7.7% | -6.5% | +14.2% | +11.9% |
| 30D | +22.0% | +12.1% | +9.9% | +13.2% |
| 3M | +37.6% | +20.6% | +17.0% | +17.1% |
| 6M | +45.3% | +2.1% | +43.2% | +37.3% |
| YTD | +1.9% | -2.6% | +4.5% | -0.2% |
| 1Y | -2.7% | -8.7% | +6.0% | -2.8% |
| 3Y | +973.4% | -7.4% | +980.8% | +899.6% |
| 5Y | +179.3% | -5.7% | +184.9% | +151.1% |
| All | +179.3% | -5.7% | +185.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling