+29.8%
CMG vs AUR
-36.7%
+66.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -3.8% | +0.2% | -4.0% | -3.9% |
| 30D | +12.9% | -8.9% | +21.8% | +13.8% |
| 3M | +18.8% | +4.6% | +14.1% | +17.4% |
| 6M | +4.1% | +44.9% | -40.8% | -1.8% |
| YTD | -2.4% | +64.8% | -67.2% | -9.4% |
| 1Y | -6.7% | +16.4% | -23.0% | -10.5% |
| 3Y | -7.1% | +85.1% | -92.2% | -23.0% |
| 5Y | -5.0% | -36.1% | +31.2% | -19.2% |
| All | +29.8% | -36.7% | +66.5% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling