-10.7%
CMG vs EW
+11.0%
-21.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +7.1% | +1.0% | +6.1% | +6.6% |
| 3M | +31.2% | +2.8% | +28.4% | +29.5% |
| 6M | +0.7% | +5.5% | -4.8% | -1.9% |
| YTD | -0.1% | +5.5% | -5.6% | -3.1% |
| 1Y | -10.7% | +11.0% | -21.8% | -12.6% |
| All | -10.7% | +11.0% | -21.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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