-3.1%
CMG vs AUR
-35.1%
+32.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +10.9% | -6.4% | +17.3% | +11.4% |
| 3M | +15.8% | +7.7% | +8.1% | +14.1% |
| 6M | +6.9% | +44.5% | -37.6% | +0.9% |
| YTD | -2.2% | +67.4% | -69.6% | -9.4% |
| 1Y | -7.1% | +15.4% | -22.5% | -10.8% |
| 3Y | -7.1% | +94.8% | -102.0% | -23.5% |
| All | -3.1% | -35.1% | +32.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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