+17.3%
CMG vs AS
+8.1%
+9.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.2% |
| 7D | +8.6% | +5.8% | +2.8% | +7.4% |
| 30D | +13.1% | +15.4% | -2.2% | +10.4% |
| 3M | +9.0% | -11.9% | +20.9% | +11.1% |
| 6M | +10.0% | -9.9% | +19.9% | +11.5% |
| YTD | -3.4% | -13.1% | +9.7% | -2.2% |
| All | +17.3% | +8.1% | +9.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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