+312.0%
CMG vs AR
-30.5%
+342.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +4.1% |
| 7D | +8.0% | -5.8% | +13.8% | +8.3% |
| 30D | +13.7% | +4.8% | +8.9% | +13.3% |
| 3M | +11.8% | +1.5% | +10.3% | +11.5% |
| 6M | +10.6% | +4.7% | +5.9% | +10.0% |
| YTD | -2.9% | +9.2% | -12.1% | -4.0% |
| 1Y | +17.8% | +11.2% | +6.7% | +16.3% |
| 3Y | -15.3% | +46.2% | -61.6% | -18.4% |
| 5Y | -0.9% | +98.1% | -98.9% | -6.9% |
| 10Y | +358.4% | +54.5% | +303.8% | +301.6% |
| All | +312.0% | -30.5% | +342.6% | +269.4% |
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