+174.6%
ARM vs CMG
-11.4%
+186.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.5% | +5.3% |
| 7D | -15.2% | +8.0% | -23.2% | -16.9% |
| 30D | -40.7% | +11.9% | -52.6% | -42.6% |
| 3M | -39.1% | +2.1% | -41.2% | -40.1% |
| 6M | -26.4% | +5.2% | -31.6% | -30.3% |
| YTD | +59.7% | -6.9% | +66.7% | +58.8% |
| 1Y | +10.3% | +12.7% | -2.3% | +0.1% |
| 3Y | +228.9% | -16.8% | +245.6% | +248.0% |
| All | +174.6% | -11.4% | +186.0% | +181.7% |
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