-7.1%
CMG vs CARR
+1.4%
-8.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | -2.1% | -3.8% | +1.7% | -1.1% |
| 30D | +10.9% | -8.9% | +19.8% | +13.6% |
| 3M | +15.8% | -17.3% | +33.2% | +21.1% |
| 6M | +6.9% | -1.4% | +8.3% | +4.9% |
| YTD | -2.2% | +10.0% | -12.2% | -7.6% |
| 1Y | -7.1% | -6.4% | -0.7% | -7.8% |
| 3Y | -7.1% | +1.5% | -8.7% | -13.2% |
| All | -7.1% | +1.4% | -8.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling