+3,780.8%
CMG vs ET
+1,451.4%
+2,329.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | +12.9% | +4.6% | +8.3% | +11.9% |
| 3M | +18.8% | +16.0% | +2.7% | +15.3% |
| 6M | +4.1% | +22.8% | -18.8% | -0.2% |
| YTD | -2.4% | +38.9% | -41.2% | -8.6% |
| 1Y | -6.7% | +34.1% | -40.7% | -12.1% |
| 3Y | -7.1% | +98.8% | -105.9% | -19.4% |
| 5Y | -5.0% | +246.8% | -251.8% | -26.3% |
| 10Y | +323.5% | +174.4% | +149.1% | +218.9% |
| All | +3,780.8% | +1,451.4% | +2,329.4% | +1,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling