+322.3%
CMG vs ES
+83.1%
+239.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | -1.0% | +13.1% | +12.2% |
| 3M | +20.6% | +1.5% | +19.1% | +20.2% |
| 6M | +2.1% | -3.5% | +5.6% | +2.5% |
| YTD | -2.6% | +7.0% | -9.6% | -3.9% |
| 1Y | -8.7% | +15.3% | -24.0% | -11.3% |
| 3Y | -7.4% | +30.2% | -37.6% | -12.8% |
| 5Y | -5.7% | -4.3% | -1.4% | -6.2% |
| 10Y | +322.3% | +87.5% | +234.9% | +330.6% |
| All | +322.3% | +83.1% | +239.2% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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