+3,909.1%
CMG vs ARWR
-5.8%
+3,914.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.5% | -17.8% | +20.3% | +3.7% |
| 30D | +15.6% | -18.1% | +33.7% | +17.0% |
| 3M | +8.2% | -44.2% | +52.4% | +12.3% |
| 6M | +9.9% | -38.6% | +48.5% | +12.9% |
| YTD | -4.6% | -28.0% | +23.4% | -3.4% |
| 1Y | +12.4% | +16.1% | -3.7% | +9.8% |
| 3Y | -18.0% | +84.0% | -102.0% | -25.0% |
| 5Y | -5.3% | -35.4% | +30.1% | -8.9% |
| 10Y | +344.2% | +1,043.1% | -698.8% | +247.6% |
| All | +3,909.1% | -5.8% | +3,914.9% | +2,932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling