-7.3%
CMG vs AA
+73.4%
-80.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.7% |
| 7D | -3.8% | -5.4% | +1.6% | -3.3% |
| 30D | +12.9% | -10.7% | +23.6% | +14.0% |
| 3M | +18.8% | -26.2% | +44.9% | +22.2% |
| 6M | +4.1% | -20.9% | +25.0% | +5.0% |
| YTD | -2.4% | -8.6% | +6.3% | -3.7% |
| 1Y | -6.7% | +57.4% | -64.1% | -14.3% |
| All | -7.3% | +73.4% | -80.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling