-5.0%
CMG vs CAG
-42.8%
+37.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 3M | +18.8% | +11.5% | +7.3% | +17.6% |
| 6M | +4.1% | -15.7% | +19.8% | +4.5% |
| YTD | -2.4% | -10.2% | +7.9% | -2.5% |
| 1Y | -6.7% | -18.1% | +11.4% | -6.4% |
| 3Y | -7.1% | -39.4% | +32.3% | -6.7% |
| 5Y | -5.0% | -42.6% | +37.6% | -4.8% |
| All | -5.0% | -42.8% | +37.9% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling