+322.0%
CMG vs AGI
+392.3%
-70.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -2.1% | -2.7% | +0.7% | -1.9% |
| 30D | +10.9% | +7.2% | +3.7% | +10.5% |
| 3M | +15.8% | +4.3% | +11.6% | +15.5% |
| 6M | +6.9% | -27.1% | +34.0% | +8.2% |
| YTD | -2.2% | -6.6% | +4.4% | -2.4% |
| 1Y | -7.1% | +9.5% | -16.6% | -8.0% |
| 3Y | -7.1% | +208.4% | -215.6% | -12.4% |
| 5Y | -4.8% | +401.6% | -406.4% | -12.0% |
| All | +322.0% | +392.3% | -70.3% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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