+321.2%
CMG vs A
+247.2%
+74.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -3.8% | -4.6% | +0.7% | -2.2% |
| 30D | +12.9% | -4.3% | +17.2% | +14.6% |
| 3M | +18.8% | +8.9% | +9.8% | +14.6% |
| 6M | +4.1% | +24.5% | -20.4% | -5.4% |
| YTD | -2.4% | +5.8% | -8.2% | -5.6% |
| 1Y | -6.7% | +16.2% | -22.9% | -13.3% |
| 3Y | -7.1% | +28.5% | -35.6% | -20.3% |
| 5Y | -5.0% | -16.3% | +11.4% | -4.6% |
| All | +321.2% | +247.2% | +74.0% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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