+3,896.6%
CMG vs ED
+498.9%
+3,397.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | +15.9% | +10.7% | +5.2% | +12.9% |
| 3M | +7.8% | +11.6% | -3.9% | +4.7% |
| 6M | +7.7% | +13.5% | -5.9% | +4.0% |
| YTD | -4.9% | +23.1% | -28.1% | -10.4% |
| 1Y | +12.3% | +23.1% | -10.8% | +5.8% |
| 3Y | -17.1% | +47.9% | -65.0% | -27.0% |
| 5Y | -5.6% | +83.9% | -89.5% | -23.2% |
| 10Y | +342.9% | +142.1% | +200.8% | +190.4% |
| All | +3,896.6% | +498.9% | +3,397.7% | +1,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling