+324.6%
CMG vs AR
+57.2%
+267.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.1% |
| 7D | -0.6% | +6.4% | -7.1% | -1.0% |
| 30D | +15.9% | +3.1% | +12.8% | +15.5% |
| 3M | +7.8% | +3.3% | +4.5% | +7.4% |
| 6M | +7.7% | +6.6% | +1.1% | +6.9% |
| YTD | -4.9% | +12.3% | -17.3% | -6.2% |
| 1Y | +12.3% | +12.3% | 0.0% | +10.8% |
| 3Y | -17.1% | +50.4% | -67.5% | -20.3% |
| 5Y | -5.6% | +101.0% | -106.6% | -11.5% |
| All | +324.6% | +57.2% | +267.3% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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