+2,977.5%
CMG vs AG
+255.2%
+2,722.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +2.5% | -10.0% | +12.4% | +3.2% |
| 30D | +15.6% | -10.5% | +26.1% | +16.3% |
| 3M | +8.2% | -27.3% | +35.4% | +10.2% |
| 6M | +9.9% | -43.0% | +52.9% | +13.2% |
| YTD | -4.6% | -17.9% | +13.3% | -4.9% |
| 1Y | +12.4% | +11.9% | +0.5% | +9.6% |
| 3Y | -18.0% | +201.8% | -219.8% | -27.0% |
| 5Y | -5.3% | -0.1% | -5.2% | -11.1% |
| 10Y | +344.2% | +72.7% | +271.5% | +286.9% |
| All | +2,977.5% | +255.2% | +2,722.3% | +1,993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling