+3,994.3%
CMG vs CAH
+647.0%
+3,347.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | -2.2% | -4.2% | -5.9% |
| 30D | +12.1% | +1.2% | +10.9% | +11.6% |
| 3M | +20.6% | +13.1% | +7.5% | +16.3% |
| 6M | +2.1% | +8.5% | -6.4% | -0.6% |
| YTD | -2.6% | +17.6% | -20.2% | -7.9% |
| 1Y | -8.7% | +60.7% | -69.3% | -22.7% |
| 3Y | -7.4% | +183.2% | -190.5% | -35.8% |
| 5Y | -5.7% | +402.2% | -407.9% | -47.0% |
| 10Y | +322.3% | +302.3% | +20.0% | +135.5% |
| All | +3,994.3% | +647.0% | +3,347.3% | +1,498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling