+52.0%
CMG vs EOSE
-60.2%
+112.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.5% |
| 7D | -3.8% | +14.0% | -17.8% | -4.5% |
| 30D | +12.9% | -5.9% | +18.8% | +13.0% |
| 3M | +18.8% | -34.3% | +53.0% | +20.3% |
| 6M | +4.1% | -37.8% | +41.8% | +4.6% |
| YTD | -2.4% | -65.2% | +62.8% | +0.1% |
| 1Y | -6.7% | -41.9% | +35.3% | -8.0% |
| 3Y | -7.1% | +44.6% | -51.7% | -17.3% |
| 5Y | -5.0% | -69.2% | +64.2% | -17.3% |
| All | +52.0% | -60.2% | +112.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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