-7.6%
CMG vs ETR
+148.1%
-155.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.5% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | +12.1% | +2.0% | +10.1% | +12.0% |
| 3M | +20.6% | -1.7% | +22.3% | +20.6% |
| 6M | +2.1% | +3.6% | -1.5% | +1.8% |
| YTD | -2.6% | +18.0% | -20.7% | -4.1% |
| 1Y | -8.7% | +26.2% | -34.9% | -10.7% |
| All | -7.6% | +148.1% | -155.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling