-7.1%
CMG vs EFV
+90.2%
-97.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -2.1% | -0.8% | -1.2% | -1.5% |
| 30D | +10.9% | +0.6% | +10.3% | +10.4% |
| 3M | +15.8% | +7.5% | +8.3% | +10.5% |
| 6M | +6.9% | +13.0% | -6.1% | -1.6% |
| YTD | -2.2% | +18.3% | -20.5% | -12.8% |
| 1Y | -7.1% | +26.7% | -33.8% | -20.8% |
| 3Y | -7.1% | +89.6% | -96.7% | -35.1% |
| All | -7.1% | +90.2% | -97.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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