-7.1%
CMG vs ESI
+34.2%
-41.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -4.6% | +2.6% | -1.6% |
| 30D | +10.9% | -10.5% | +21.4% | +12.1% |
| 3M | +15.8% | -19.8% | +35.7% | +17.6% |
| 6M | +6.9% | +5.8% | +1.1% | -0.4% |
| YTD | -2.2% | +38.3% | -40.5% | -18.0% |
| 1Y | -7.1% | +31.5% | -38.6% | -21.7% |
| All | -7.1% | +34.2% | -41.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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