-6.8%
CMG vs AS
-22.5%
+15.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | -1.5% | -2.6% | +1.1% | -1.1% |
| 30D | +12.7% | -22.1% | +34.8% | +17.5% |
| 3M | +26.3% | -15.3% | +41.6% | +29.3% |
| 6M | +4.5% | -15.6% | +20.1% | +6.7% |
| YTD | -0.1% | -23.2% | +23.1% | +3.2% |
| 1Y | -6.8% | -21.7% | +14.9% | -8.3% |
| All | -6.8% | -22.5% | +15.7% | -8.3% |
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