-28.0%
CMG vs AS
+125.3%
-153.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.5% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | +15.9% | +3.4% | +12.5% | +15.2% |
| 3M | +7.8% | -8.6% | +16.3% | +9.3% |
| 6M | +7.7% | -10.0% | +17.7% | +9.2% |
| YTD | -4.9% | -19.2% | +14.2% | -2.0% |
| 1Y | +12.3% | -3.8% | +16.1% | +11.6% |
| All | -28.0% | +125.3% | -153.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling