+4,100.0%
CMG vs EAT
+1,143.0%
+2,957.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | +7.1% | +1.9% | +5.2% | +6.2% |
| 3M | +31.2% | +68.7% | -37.5% | +11.7% |
| 6M | +0.7% | +66.9% | -66.2% | -14.9% |
| YTD | -0.1% | +60.4% | -60.5% | -14.9% |
| 1Y | -10.7% | +44.0% | -54.7% | -21.8% |
| 3Y | -4.7% | +604.7% | -609.4% | -51.4% |
| 5Y | -3.8% | +347.0% | -350.8% | -46.7% |
| 10Y | +352.5% | +390.8% | -38.3% | +88.6% |
| All | +4,100.0% | +1,143.0% | +2,957.0% | +1,153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling