+322.0%
CMG vs EQT
+50.4%
+271.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | +10.9% | 0.0% | +10.9% | +10.9% |
| 3M | +15.8% | +5.9% | +9.9% | +15.3% |
| 6M | +6.9% | -14.8% | +21.7% | +7.9% |
| YTD | -2.2% | +1.8% | -3.9% | -2.5% |
| 1Y | -7.1% | +7.4% | -14.4% | -7.9% |
| 3Y | -7.1% | +33.6% | -40.7% | -10.0% |
| 5Y | -4.8% | +199.3% | -204.1% | -12.4% |
| All | +322.0% | +50.4% | +271.6% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling