-4.1%
CMG vs EL
-65.2%
+61.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.5% | +1.5% | +0.9% | +2.1% |
| 30D | +15.6% | +10.0% | +5.6% | +13.1% |
| 3M | +8.2% | +28.4% | -20.2% | +1.8% |
| 6M | +9.9% | +37.1% | -27.2% | +1.6% |
| YTD | -4.6% | +7.8% | -12.5% | -8.0% |
| 1Y | +12.4% | +26.0% | -13.6% | +4.5% |
| 3Y | -18.0% | +3.8% | -21.8% | -25.7% |
| All | -4.1% | -65.2% | +61.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling