+3,994.3%
CMG vs AU
+145.1%
+3,849.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.5% |
| 30D | +12.1% | +12.3% | -0.2% | +10.9% |
| 3M | +20.6% | +29.4% | -8.8% | +17.7% |
| 6M | +2.1% | +3.2% | -1.1% | +1.1% |
| YTD | -2.6% | +31.8% | -34.4% | -5.9% |
| 1Y | -8.7% | +83.4% | -92.1% | -14.5% |
| 3Y | -7.4% | +623.1% | -630.5% | -24.8% |
| 5Y | -5.7% | +700.5% | -706.2% | -25.5% |
| 10Y | +322.3% | +717.6% | -395.2% | +220.0% |
| All | +3,994.3% | +145.1% | +3,849.2% | +3,184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling