-5.7%
CMG vs ED
+66.4%
-72.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +12.1% | +1.9% | +10.2% | +12.0% |
| 3M | +20.6% | +1.9% | +18.7% | +20.4% |
| 6M | +2.1% | -2.3% | +4.4% | +2.1% |
| YTD | -2.6% | +10.9% | -13.5% | -3.4% |
| 1Y | -8.7% | +14.5% | -23.2% | -9.8% |
| 3Y | -7.4% | +33.4% | -40.8% | -11.3% |
| 5Y | -5.7% | +67.3% | -72.9% | -8.8% |
| All | -5.7% | +66.4% | -72.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling