+322.0%
CMG vs AA
+122.9%
+199.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -3.4% | +1.4% | -1.6% |
| 30D | +10.9% | -5.8% | +16.7% | +11.7% |
| 3M | +15.8% | -29.9% | +45.7% | +21.2% |
| 6M | +6.9% | -27.0% | +34.0% | +10.2% |
| YTD | -2.2% | -8.7% | +6.6% | -3.0% |
| 1Y | -7.1% | +50.6% | -57.7% | -15.0% |
| 3Y | -7.1% | +74.1% | -81.2% | -20.0% |
| 5Y | -4.8% | +2.6% | -7.4% | -14.4% |
| All | +322.0% | +122.9% | +199.1% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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