-14.8%
CMG vs ARWR
+85.8%
-100.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +4.1% | -19.9% | +24.0% | +5.1% |
| 30D | +20.5% | -18.7% | +39.2% | +21.6% |
| 3M | +14.5% | -44.7% | +59.2% | +17.6% |
| 6M | +14.8% | -36.5% | +51.3% | +16.8% |
| YTD | -1.0% | -25.7% | +24.7% | -0.5% |
| 1Y | +22.9% | +18.9% | +4.0% | +20.4% |
| All | -14.8% | +85.8% | -100.6% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling