+3,909.1%
CMG vs AME
+2,138.6%
+1,770.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.5% | +5.9% | -3.4% | -0.4% |
| 30D | +15.6% | -1.9% | +17.5% | +16.0% |
| 3M | +8.2% | -5.4% | +13.6% | +10.1% |
| 6M | +9.9% | +4.9% | +4.9% | +5.2% |
| YTD | -4.6% | +18.5% | -23.1% | -14.6% |
| 1Y | +12.4% | +25.5% | -13.0% | -2.2% |
| 3Y | -18.0% | +63.0% | -81.0% | -39.6% |
| 5Y | -5.3% | +78.3% | -83.6% | -34.0% |
| 10Y | +344.2% | +447.1% | -102.9% | +59.6% |
| All | +3,909.1% | +2,138.6% | +1,770.5% | +513.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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