+322.0%
CMG vs CAH
+294.8%
+27.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -5.1% | +3.0% | -1.1% |
| 30D | +10.9% | +0.2% | +10.7% | +10.8% |
| 3M | +15.8% | +6.3% | +9.5% | +14.5% |
| 6M | +6.9% | +9.4% | -2.4% | +5.0% |
| YTD | -2.2% | +15.0% | -17.1% | -5.1% |
| 1Y | -7.1% | +55.4% | -62.5% | -16.3% |
| 3Y | -7.1% | +173.8% | -180.9% | -27.8% |
| 5Y | -4.8% | +395.2% | -400.0% | -37.1% |
| All | +322.0% | +294.8% | +27.2% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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