-25.0%
CMG vs AS
+131.9%
-156.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.5% |
| 7D | +4.1% | -3.0% | +7.1% | +4.7% |
| 30D | +20.5% | +9.6% | +11.0% | +18.5% |
| 3M | +14.5% | -8.2% | +22.7% | +16.0% |
| 6M | +14.8% | -9.9% | +24.7% | +16.4% |
| YTD | -1.0% | -16.8% | +15.8% | +1.5% |
| 1Y | +22.9% | +3.0% | +19.9% | +20.5% |
| All | -25.0% | +131.9% | -156.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling