+311.3%
ARM vs CMG
-4.9%
+316.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +11.4% | -1.5% | +12.8% | +11.8% |
| 30D | -7.4% | +12.7% | -20.2% | -10.9% |
| 3M | -24.5% | +26.3% | -50.8% | -31.8% |
| 6M | +128.7% | +4.5% | +124.2% | +120.6% |
| YTD | +139.3% | -0.1% | +139.4% | +134.5% |
| 1Y | +88.0% | -6.8% | +94.7% | +88.0% |
| All | +311.3% | -4.9% | +316.2% | +316.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling