-7.6%
CMG vs EMR
+60.1%
-67.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -6.5% | +0.9% | -7.4% | -6.8% |
| 30D | +12.1% | -5.0% | +17.1% | +13.9% |
| 3M | +20.6% | +5.9% | +14.7% | +17.5% |
| 6M | +2.1% | +7.3% | -5.2% | -1.5% |
| YTD | -2.6% | +14.6% | -17.2% | -8.3% |
| 1Y | -8.7% | +15.6% | -24.3% | -14.7% |
| All | -7.6% | +60.1% | -67.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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