+325.9%
CMG vs ECL
+197.5%
+128.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +2.5% | +2.9% | -0.4% | +1.1% |
| 30D | +15.6% | +7.5% | +8.1% | +11.8% |
| 3M | +8.2% | +12.2% | -4.1% | +2.4% |
| 6M | +9.9% | +24.6% | -14.7% | -1.6% |
| YTD | -4.6% | +18.8% | -23.4% | -12.9% |
| 1Y | +12.4% | +19.3% | -6.9% | +2.6% |
| 3Y | -18.0% | +78.2% | -96.2% | -39.5% |
| 5Y | -5.3% | +38.8% | -44.1% | -23.0% |
| All | +325.9% | +197.5% | +128.4% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling