-5.0%
CMG vs ESI
+66.0%
-71.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.2% |
| 30D | +12.9% | -9.0% | +21.9% | +15.8% |
| 3M | +18.8% | -13.3% | +32.0% | +21.8% |
| 6M | +4.1% | +5.3% | -1.2% | -2.4% |
| YTD | -2.4% | +37.6% | -40.0% | -18.1% |
| 1Y | -6.7% | +33.6% | -40.3% | -21.2% |
| 3Y | -7.1% | +75.8% | -82.9% | -32.8% |
| 5Y | -5.0% | +68.6% | -73.6% | -30.2% |
| All | -5.0% | +66.0% | -71.0% | -30.2% |
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