+320.0%
CMG vs ARWR
+1,078.7%
-758.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.2% |
| 7D | -6.5% | -3.2% | -3.3% | -6.1% |
| 30D | +12.1% | -6.5% | +18.6% | +12.8% |
| 3M | +20.6% | +12.7% | +7.9% | +18.4% |
| 6M | +2.1% | +36.2% | -34.1% | -2.1% |
| YTD | -2.6% | +24.5% | -27.1% | -6.0% |
| 1Y | -8.7% | +198.0% | -206.7% | -20.6% |
| 3Y | -7.4% | +176.4% | -183.7% | -23.1% |
| 5Y | -5.7% | +26.6% | -32.2% | -17.3% |
| All | +320.0% | +1,078.7% | -758.7% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling