+325.9%
CMG vs AR
+57.4%
+268.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +7.4% | -4.9% | +2.0% |
| 30D | +15.6% | +5.8% | +9.8% | +15.1% |
| 3M | +8.2% | +5.2% | +3.0% | +7.7% |
| 6M | +9.9% | +5.4% | +4.4% | +9.2% |
| YTD | -4.6% | +12.4% | -17.1% | -5.9% |
| 1Y | +12.4% | +12.8% | -0.4% | +10.9% |
| 3Y | -18.0% | +47.2% | -65.2% | -21.1% |
| 5Y | -5.3% | +101.1% | -106.5% | -11.3% |
| All | +325.9% | +57.4% | +268.6% | +288.0% |
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