-5.1%
CMG vs AR
+74.0%
-79.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +8.0% | -14.3% | +22.2% | +9.3% |
| 30D | +11.9% | +1.4% | +10.5% | +11.5% |
| 3M | +2.1% | +3.4% | -1.2% | +1.5% |
| 6M | +5.2% | -2.1% | +7.2% | +4.9% |
| YTD | -6.9% | +4.7% | -11.6% | -8.3% |
| 1Y | +12.7% | +10.6% | +2.1% | +10.1% |
| 3Y | -16.8% | +24.6% | -41.4% | -20.6% |
| All | -5.1% | +74.0% | -79.2% | -13.3% |
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