-7.3%
CMG vs ACHR
-21.5%
+14.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -3.8% | -5.4% | +1.5% | -3.5% |
| 30D | +12.9% | -19.7% | +32.6% | +14.3% |
| 3M | +18.8% | +7.9% | +10.8% | +17.3% |
| 6M | +4.1% | -13.8% | +17.8% | +4.1% |
| YTD | -2.4% | -27.5% | +25.2% | -1.2% |
| 1Y | -6.7% | -33.9% | +27.3% | -5.4% |
| All | -7.3% | -21.5% | +14.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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