-10.7%
CMG vs AU
+100.5%
-111.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.6% |
| 30D | +7.1% | +23.9% | -16.7% | +5.6% |
| 3M | +31.2% | +19.1% | +12.1% | +28.8% |
| 6M | +0.7% | -0.2% | +0.8% | -1.3% |
| YTD | -0.1% | +32.5% | -32.6% | -2.1% |
| 1Y | -10.7% | +96.9% | -107.7% | -6.0% |
| All | -10.7% | +100.5% | -111.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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