-7.1%
CMG vs EL
+12.6%
-19.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.1% | -6.5% | +4.4% | -0.7% |
| 30D | +10.9% | +11.1% | -0.2% | +8.2% |
| 3M | +15.8% | +10.7% | +5.1% | +12.9% |
| 6M | +6.9% | +6.9% | +0.1% | +4.4% |
| YTD | -2.2% | -6.3% | +4.1% | -2.6% |
| 1Y | -7.1% | +13.5% | -20.6% | -11.4% |
| All | -7.1% | +12.6% | -19.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling