-7.3%
CMG vs AG
+260.2%
-267.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.6% |
| 7D | -3.8% | -5.8% | +2.0% | -3.5% |
| 30D | +12.9% | +6.4% | +6.5% | +12.4% |
| 3M | +18.8% | +28.4% | -9.6% | +16.9% |
| 6M | +4.1% | -24.5% | +28.5% | +5.1% |
| YTD | -2.4% | +21.2% | -23.5% | -4.9% |
| 1Y | -6.7% | +114.1% | -120.8% | -13.0% |
| All | -7.3% | +260.2% | -267.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling