+295.0%
CMG vs AR
-33.4%
+328.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.7% |
| 7D | +8.0% | -14.3% | +22.2% | +8.9% |
| 30D | +11.9% | +1.4% | +10.5% | +11.7% |
| 3M | +2.1% | +3.4% | -1.2% | +1.8% |
| 6M | +5.2% | -2.1% | +7.2% | +5.0% |
| YTD | -6.9% | +4.7% | -11.6% | -7.7% |
| 1Y | +12.7% | +10.6% | +2.1% | +11.2% |
| 3Y | -16.8% | +24.6% | -41.4% | -19.1% |
| 5Y | -4.1% | +71.9% | -76.0% | -9.2% |
| 10Y | +364.7% | +46.4% | +318.4% | +308.3% |
| All | +295.0% | -33.4% | +328.3% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling