-7.3%
CMG vs EQT
+9.6%
-16.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -3.8% | -1.2% | -2.7% | -3.9% |
| 30D | +12.9% | +1.1% | +11.8% | +13.0% |
| 3M | +18.8% | +4.8% | +14.0% | +19.6% |
| 6M | +4.1% | -10.6% | +14.6% | +3.7% |
| YTD | -2.4% | +3.4% | -5.8% | -2.7% |
| All | -7.3% | +9.6% | -16.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling