+236.9%
CMG vs CARR
+414.1%
-177.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.8% |
| 7D | -3.8% | -4.1% | +0.3% | -2.9% |
| 30D | +12.9% | -11.0% | +23.9% | +15.9% |
| 3M | +18.8% | -16.4% | +35.1% | +23.3% |
| 6M | +4.1% | -2.4% | +6.4% | +3.2% |
| YTD | -2.4% | +8.4% | -10.8% | -5.7% |
| 1Y | -6.7% | -8.0% | +1.3% | -6.3% |
| 3Y | -7.1% | +0.6% | -7.7% | -9.8% |
| 5Y | -5.0% | +7.7% | -12.7% | -12.9% |
| All | +236.9% | +414.1% | -177.1% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling