-7.3%
CMG vs CAG
-39.3%
+32.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | -3.8% | -5.9% | +2.1% | -3.2% |
| 30D | +12.9% | -1.5% | +14.4% | +13.3% |
| 3M | +18.8% | +11.5% | +7.3% | +17.8% |
| 6M | +4.1% | -15.7% | +19.8% | +3.6% |
| YTD | -2.4% | -10.2% | +7.9% | -3.2% |
| 1Y | -6.7% | -18.1% | +11.4% | -7.3% |
| All | -7.3% | -39.3% | +32.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling