+2.1%
CMG vs CAI
+31.3%
-29.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.0% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | +12.1% | +2.7% | +9.4% | +11.3% |
| 3M | +20.6% | +41.7% | -21.1% | +12.6% |
| 6M | +2.1% | +26.5% | -24.4% | -3.4% |
| All | +2.1% | +31.3% | -29.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 6mo: compounded portfolio wealth divided by compounded CAI 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…
6mo analysis · Full analysis span regression · 6 months rolling