-7.3%
CMG vs EAT
+39.2%
-46.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.8% | -6.2% | +2.4% | -1.8% |
| 30D | +12.9% | -3.0% | +15.9% | +13.7% |
| 3M | +18.8% | +45.6% | -26.9% | +5.1% |
| 6M | +4.1% | +53.5% | -49.5% | -10.3% |
| YTD | -2.4% | +49.6% | -51.9% | -15.6% |
| All | -7.3% | +39.2% | -46.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling