+325.9%
CMG vs EW
+254.3%
+71.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +2.5% | +4.9% | -2.4% | +0.8% |
| 30D | +15.6% | +23.9% | -8.3% | +7.5% |
| 3M | +8.2% | +15.8% | -7.6% | +2.7% |
| 6M | +9.9% | +31.7% | -21.8% | -0.4% |
| YTD | -4.6% | +25.7% | -30.3% | -12.5% |
| 1Y | +12.4% | +24.4% | -12.0% | +3.6% |
| 3Y | -18.0% | +65.9% | -83.8% | -35.6% |
| 5Y | -5.3% | -7.6% | +2.3% | -8.3% |
| All | +325.9% | +254.3% | +71.6% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling