-5.2%
CMG vs AA
+10.6%
-15.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -2.3% |
| 7D | -6.5% | -0.6% | -5.8% | -6.4% |
| 30D | +12.1% | -1.6% | +13.7% | +12.2% |
| 3M | +20.6% | -29.8% | +50.4% | +25.9% |
| 6M | +2.1% | -16.6% | +18.7% | +2.9% |
| YTD | -2.6% | -4.0% | +1.4% | -4.3% |
| 1Y | -8.7% | +63.5% | -72.2% | -17.6% |
| 3Y | -7.4% | +86.8% | -94.1% | -21.3% |
| All | -5.2% | +10.6% | -15.9% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling