-26.4%
ARM vs CMG
+3.7%
-30.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.5% | +3.7% |
| 7D | -15.2% | +8.0% | -23.2% | -12.7% |
| 30D | -40.7% | +11.9% | -52.6% | -38.1% |
| 3M | -39.1% | +2.1% | -41.2% | -38.6% |
| 6M | -26.4% | +5.2% | -31.6% | -20.6% |
| All | -26.4% | +3.7% | -30.1% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling