-3.1%
CMG vs ET
+241.8%
-244.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +10.9% | +2.9% | +8.0% | +10.0% |
| 3M | +15.8% | +16.8% | -1.0% | +10.8% |
| 6M | +6.9% | +18.9% | -11.9% | +1.5% |
| YTD | -2.2% | +37.7% | -39.9% | -11.3% |
| 1Y | -7.1% | +32.4% | -39.5% | -14.8% |
| 3Y | -7.1% | +99.5% | -106.6% | -26.0% |
| All | -3.1% | +241.8% | -244.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling