-7.6%
CMG vs EL
-32.9%
+25.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.1% |
| 7D | -6.5% | -2.4% | -4.1% | -6.2% |
| 30D | +12.1% | +13.7% | -1.6% | +9.9% |
| 3M | +20.6% | +14.5% | +6.1% | +18.0% |
| 6M | +2.1% | +7.4% | -5.3% | +0.3% |
| YTD | -2.6% | -4.7% | +2.1% | -3.1% |
| 1Y | -8.7% | +12.9% | -21.6% | -11.1% |
| All | -7.6% | -32.9% | +25.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling