+4,100.0%
CMG vs ES
+622.6%
+3,477.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | +7.1% | -2.0% | +9.1% | +7.7% |
| 3M | +31.2% | +1.7% | +29.5% | +30.2% |
| 6M | +0.7% | -3.5% | +4.2% | +1.4% |
| YTD | -0.1% | +7.9% | -8.0% | -3.1% |
| 1Y | -10.7% | +17.2% | -27.9% | -16.3% |
| 3Y | -4.7% | +29.3% | -34.0% | -15.7% |
| 5Y | -3.8% | -5.7% | +2.0% | -5.8% |
| 10Y | +352.5% | +85.2% | +267.3% | +207.0% |
| All | +4,100.0% | +622.6% | +3,477.4% | +1,282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling