+10.9%
CMG vs ET
+24.7%
-13.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +5.2% |
| 7D | +22.5% | -6.0% | +28.6% | +21.5% |
| 30D | +14.1% | -6.1% | +20.2% | +13.5% |
| 3M | +4.1% | -2.7% | +6.8% | +4.1% |
| 6M | +10.1% | +0.2% | +9.8% | +10.3% |
| YTD | -4.9% | +24.3% | -29.2% | -2.8% |
| 1Y | +10.9% | +26.4% | -15.5% | +13.8% |
| All | +10.9% | +24.7% | -13.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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