+320.0%
CMG vs AR
+44.4%
+275.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -6.5% | -1.2% | -5.3% | -6.4% |
| 30D | +12.1% | +5.5% | +6.6% | +11.7% |
| 3M | +20.6% | +12.9% | +7.7% | +19.6% |
| 6M | +2.1% | +0.1% | +2.0% | +1.8% |
| YTD | -2.6% | +13.5% | -16.1% | -3.8% |
| 1Y | -8.7% | +21.6% | -30.3% | -10.3% |
| 3Y | -7.4% | +46.0% | -53.4% | -10.8% |
| 5Y | -5.7% | +143.7% | -149.4% | -12.4% |
| All | +320.0% | +44.4% | +275.6% | +277.0% |
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