+322.0%
CMG vs AG
+68.4%
+253.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -2.1% | -6.7% | +4.7% | -1.5% |
| 30D | +10.9% | +2.2% | +8.7% | +10.6% |
| 3M | +15.8% | +15.7% | +0.1% | +14.2% |
| 6M | +6.9% | -23.8% | +30.7% | +8.2% |
| YTD | -2.2% | +17.6% | -19.8% | -5.1% |
| 1Y | -7.1% | +88.6% | -95.7% | -13.9% |
| 3Y | -7.1% | +253.4% | -260.6% | -20.7% |
| 5Y | -4.8% | +62.4% | -67.2% | -15.3% |
| All | +322.0% | +68.4% | +253.7% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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