+3,994.3%
CMG vs EME
+4,048.6%
-54.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.6% |
| 7D | -6.5% | +2.7% | -9.2% | -7.4% |
| 30D | +12.1% | -6.8% | +18.9% | +14.7% |
| 3M | +20.6% | -8.8% | +29.4% | +23.1% |
| 6M | +2.1% | +5.0% | -2.9% | -1.9% |
| YTD | -2.6% | +23.5% | -26.1% | -12.7% |
| 1Y | -8.7% | +21.3% | -30.0% | -17.8% |
| 3Y | -7.4% | +241.1% | -248.4% | -46.5% |
| 5Y | -5.7% | +549.2% | -554.8% | -58.6% |
| 10Y | +322.3% | +1,306.4% | -984.1% | +23.8% |
| All | +3,994.3% | +4,048.6% | -54.3% | +470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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