+321.2%
CMG vs ARWR
+1,080.6%
-759.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.8% | -4.3% | +0.5% | -3.4% |
| 30D | +12.9% | -7.3% | +20.2% | +13.7% |
| 3M | +18.8% | +17.0% | +1.8% | +16.2% |
| 6M | +4.1% | +39.8% | -35.7% | -0.5% |
| YTD | -2.4% | +24.7% | -27.0% | -5.7% |
| 1Y | -6.7% | +186.5% | -193.1% | -18.5% |
| 3Y | -7.1% | +176.8% | -183.9% | -22.9% |
| 5Y | -5.0% | +29.3% | -34.3% | -16.9% |
| All | +321.2% | +1,080.6% | -759.4% | +214.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling