-7.1%
CMG vs AU
+577.5%
-584.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.1% | -4.3% | +2.2% | -1.9% |
| 30D | +10.9% | +7.3% | +3.6% | +10.5% |
| 3M | +15.8% | +26.3% | -10.5% | +14.6% |
| 6M | +6.9% | +1.8% | +5.2% | +6.1% |
| YTD | -2.2% | +26.8% | -29.0% | -3.6% |
| 1Y | -7.1% | +66.7% | -73.8% | -8.9% |
| 3Y | -7.1% | +579.1% | -586.2% | -13.7% |
| All | -7.1% | +577.5% | -584.6% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling