-4.1%
CMG vs ESI
+36.5%
-40.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.5% | +5.5% | -3.0% | +1.0% |
| 30D | +15.6% | -7.8% | +23.3% | +17.6% |
| 3M | +8.2% | -15.0% | +23.2% | +12.2% |
| 6M | +9.9% | -24.9% | +34.8% | +16.4% |
| YTD | -4.6% | +33.2% | -37.9% | -20.6% |
| 1Y | +12.4% | +24.9% | -12.5% | -4.3% |
| 3Y | -18.0% | +77.8% | -95.7% | -42.8% |
| All | -4.1% | +36.5% | -40.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling