-7.6%
CMG vs ECL
+54.1%
-61.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.7% |
| 7D | -6.5% | -2.7% | -3.7% | -5.5% |
| 30D | +12.1% | -4.3% | +16.4% | +14.0% |
| 3M | +20.6% | +3.2% | +17.4% | +18.6% |
| 6M | +2.1% | -2.9% | +5.0% | +2.8% |
| YTD | -2.6% | +4.3% | -6.9% | -5.0% |
| 1Y | -8.7% | +1.6% | -10.3% | -10.2% |
| All | -7.6% | +54.1% | -61.6% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling