+255.4%
CMG vs ESI
+224.6%
+30.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.2% |
| 7D | -2.8% | +3.3% | -6.1% | -3.5% |
| 30D | +7.1% | -5.9% | +13.0% | +8.3% |
| 3M | +31.2% | -14.1% | +45.2% | +34.0% |
| 6M | +0.7% | +6.6% | -5.9% | -2.7% |
| YTD | -0.1% | +45.0% | -45.1% | -10.2% |
| 1Y | -10.7% | +41.5% | -52.2% | -19.5% |
| 3Y | -4.7% | +78.8% | -83.4% | -19.4% |
| 5Y | -3.8% | +70.9% | -74.6% | -18.6% |
| 10Y | +352.5% | +317.1% | +35.4% | +217.9% |
| All | +255.4% | +224.6% | +30.8% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling