+322.0%
CMG vs CAG
-36.2%
+358.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.3% |
| 30D | +10.9% | -2.4% | +13.3% | +11.3% |
| 3M | +15.8% | +9.8% | +6.1% | +14.5% |
| 6M | +6.9% | -10.8% | +17.8% | +8.1% |
| YTD | -2.2% | -10.8% | +8.7% | -1.4% |
| 1Y | -7.1% | -19.0% | +11.9% | -5.4% |
| 3Y | -7.1% | -39.7% | +32.6% | -3.1% |
| 5Y | -4.8% | -43.0% | +38.2% | -0.5% |
| All | +322.0% | -36.2% | +358.2% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling