+325.9%
CMG vs ED
+147.1%
+178.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +2.5% | +2.1% | +0.4% | +2.4% |
| 30D | +15.6% | +10.4% | +5.2% | +15.2% |
| 3M | +8.2% | +12.5% | -4.4% | +7.8% |
| 6M | +9.9% | +14.9% | -5.0% | +9.3% |
| YTD | -4.6% | +24.8% | -29.5% | -5.5% |
| 1Y | +12.4% | +23.8% | -11.4% | +11.5% |
| 3Y | -18.0% | +51.6% | -69.6% | -19.8% |
| 5Y | -5.3% | +86.4% | -91.7% | -7.8% |
| All | +325.9% | +147.1% | +178.8% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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