-5.7%
CMG vs AG
+69.4%
-75.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +12.1% | +12.5% | -0.3% | +10.8% |
| 3M | +20.6% | +28.2% | -7.6% | +17.5% |
| 6M | +2.1% | -18.8% | +20.9% | +3.0% |
| YTD | -2.6% | +27.4% | -30.0% | -6.9% |
| 1Y | -8.7% | +132.2% | -140.9% | -18.8% |
| 3Y | -7.4% | +286.9% | -294.2% | -25.2% |
| 5Y | -5.7% | +72.8% | -78.4% | -19.4% |
| All | -5.7% | +69.4% | -75.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling