-29.5%
CMG vs AS
+134.9%
-164.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +8.0% | +6.9% | +1.0% | +6.6% |
| 30D | +11.9% | +16.0% | -4.1% | +8.9% |
| 3M | +2.1% | -12.8% | +15.0% | +4.5% |
| 6M | +5.2% | -15.4% | +20.5% | +8.0% |
| YTD | -6.9% | -15.7% | +8.8% | -4.9% |
| 1Y | +12.7% | +6.1% | +6.6% | +9.8% |
| All | -29.5% | +134.9% | -164.4% | -40.7% |
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