+3,994.3%
CMG vs ETR
+586.0%
+3,408.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.2% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | +12.1% | +2.0% | +10.1% | +11.4% |
| 3M | +20.6% | -1.7% | +22.3% | +20.9% |
| 6M | +2.1% | +3.6% | -1.5% | +0.4% |
| YTD | -2.6% | +18.0% | -20.7% | -8.1% |
| 1Y | -8.7% | +26.2% | -34.9% | -15.8% |
| 3Y | -7.4% | +148.0% | -155.4% | -32.2% |
| 5Y | -5.7% | +126.1% | -131.7% | -29.9% |
| 10Y | +322.3% | +302.3% | +20.1% | +149.8% |
| All | +3,994.3% | +586.0% | +3,408.3% | +2,297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling