-3.0%
CMG vs APD
+26.2%
-29.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.7% |
| 30D | +12.7% | -1.9% | +14.6% | +13.3% |
| 3M | +26.3% | +8.2% | +18.0% | +23.3% |
| 6M | +4.5% | +10.7% | -6.3% | +0.9% |
| YTD | -0.1% | +22.9% | -23.0% | -6.8% |
| 1Y | -6.8% | +5.8% | -12.6% | -9.0% |
| 3Y | -5.0% | +7.8% | -12.8% | -8.6% |
| 5Y | -3.0% | +26.1% | -29.1% | -19.0% |
| All | -3.0% | +26.2% | -29.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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