+4,100.0%
CMG vs ECL
+884.8%
+3,215.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.8% | -2.6% | -0.2% | -1.4% |
| 30D | +7.1% | -2.2% | +9.3% | +8.3% |
| 3M | +31.2% | +10.1% | +21.0% | +24.0% |
| 6M | +0.7% | -5.7% | +6.4% | +3.3% |
| YTD | -0.1% | +7.0% | -7.1% | -4.5% |
| 1Y | -10.7% | +2.7% | -13.4% | -12.9% |
| 3Y | -4.7% | +57.7% | -62.4% | -27.8% |
| 5Y | -3.8% | +31.1% | -34.9% | -20.7% |
| 10Y | +352.5% | +150.9% | +201.6% | +140.8% |
| All | +4,100.0% | +884.8% | +3,215.2% | +764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling