-6.7%
CMG vs AG
+119.5%
-126.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.5% |
| 7D | -3.8% | -5.8% | +2.0% | -3.6% |
| 30D | +12.9% | +6.4% | +6.5% | +12.5% |
| 3M | +18.8% | +28.4% | -9.6% | +17.5% |
| 6M | +4.1% | -24.5% | +28.5% | +4.7% |
| YTD | -2.4% | +21.2% | -23.5% | -4.3% |
| 1Y | -6.7% | +114.1% | -120.8% | -10.6% |
| All | -6.7% | +119.5% | -126.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling