-5.0%
CMG vs AR
+44.7%
-49.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.5% | -1.8% | +0.4% | -1.4% |
| 30D | +12.7% | +12.6% | +0.1% | +11.9% |
| 3M | +26.3% | +10.0% | +16.3% | +25.5% |
| 6M | +4.5% | +0.6% | +3.9% | +4.2% |
| YTD | -0.1% | +13.4% | -13.5% | -1.7% |
| 1Y | -6.8% | +21.7% | -28.5% | -9.2% |
| 3Y | -5.0% | +45.8% | -50.8% | -7.5% |
| All | -5.0% | +44.7% | -49.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling