-7.6%
CMG vs ESI
+81.4%
-88.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -6.5% | +3.9% | -10.4% | -7.2% |
| 30D | +12.1% | -3.8% | +15.9% | +12.8% |
| 3M | +20.6% | -13.1% | +33.7% | +22.5% |
| 6M | +2.1% | +11.3% | -9.2% | -4.5% |
| YTD | -2.6% | +44.1% | -46.7% | -16.4% |
| 1Y | -8.7% | +40.3% | -49.0% | -21.3% |
| All | -7.6% | +81.4% | -88.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling