-3.0%
CMG vs AR
+142.7%
-145.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | +7.1% | +14.8% | -7.7% | +5.8% |
| 3M | +31.2% | +6.2% | +24.9% | +30.3% |
| 6M | +0.7% | +4.3% | -3.6% | -0.1% |
| YTD | -0.1% | +14.4% | -14.5% | -2.0% |
| 1Y | -10.7% | +21.3% | -32.1% | -13.2% |
| 3Y | -4.7% | +39.8% | -44.5% | -9.5% |
| All | -3.0% | +142.7% | -145.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling