+3,994.3%
CMG vs AGI
+456.8%
+3,537.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -6.5% | +2.2% | -8.7% | -6.6% |
| 30D | +12.1% | +11.3% | +0.8% | +11.4% |
| 3M | +20.6% | +5.6% | +14.9% | +20.1% |
| 6M | +2.1% | -27.7% | +29.8% | +3.5% |
| YTD | -2.6% | -4.1% | +1.5% | -3.0% |
| 1Y | -8.7% | +13.8% | -22.5% | -9.9% |
| 3Y | -7.4% | +217.0% | -224.4% | -13.8% |
| 5Y | -5.7% | +404.3% | -410.0% | -14.6% |
| 10Y | +322.3% | +400.5% | -78.2% | +273.1% |
| All | +3,994.3% | +456.8% | +3,537.5% | +2,955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling