+3,981.8%
CMG vs ES
+616.4%
+3,365.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +8.0% | +0.9% | +7.1% | +7.7% |
| 30D | +13.7% | +5.9% | +7.8% | +11.7% |
| 3M | +11.8% | -1.0% | +12.8% | +12.0% |
| 6M | +10.6% | +7.2% | +3.4% | +7.9% |
| YTD | -2.9% | +7.0% | -9.9% | -5.7% |
| 1Y | +17.8% | +0.5% | +17.4% | +16.4% |
| 3Y | -15.3% | +48.7% | -64.0% | -28.5% |
| 5Y | -0.9% | +1.9% | -2.8% | -5.8% |
| 10Y | +358.4% | +89.2% | +269.2% | +207.8% |
| All | +3,981.8% | +616.4% | +3,365.4% | +1,246.8% |
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