+10.9%
CMG vs ARWR
+59.7%
-48.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.3% | +5.6% |
| 7D | +22.5% | +2.4% | +20.1% | +22.3% |
| 30D | +14.1% | -1.1% | +15.2% | +14.1% |
| 3M | +4.1% | -31.2% | +35.3% | +6.2% |
| 6M | +10.1% | -19.3% | +29.4% | +10.8% |
| YTD | -4.9% | -7.1% | +2.3% | -6.7% |
| 1Y | +10.9% | +62.9% | -52.0% | +4.4% |
| All | +10.9% | +59.7% | -48.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling