-4.1%
CMG vs CAG
-41.0%
+36.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +2.5% | -3.3% | +5.8% | +2.9% |
| 30D | +15.6% | +7.7% | +7.9% | +14.6% |
| 3M | +8.2% | -3.2% | +11.4% | +8.5% |
| 6M | +9.9% | +7.0% | +2.9% | +8.8% |
| YTD | -4.6% | -9.0% | +4.3% | -5.2% |
| 1Y | +12.4% | -9.6% | +22.0% | +11.9% |
| 3Y | -18.0% | -36.0% | +18.0% | -18.2% |
| All | -4.1% | -41.0% | +36.9% | -4.6% |
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 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