+321.2%
CMG vs EW
+126.7%
+194.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -3.8% | -3.4% | -0.5% | -2.7% |
| 30D | +12.9% | -7.4% | +20.3% | +15.9% |
| 3M | +18.8% | +0.9% | +17.9% | +18.2% |
| 6M | +4.1% | +1.2% | +2.9% | +3.3% |
| YTD | -2.4% | +1.8% | -4.1% | -3.5% |
| 1Y | -6.7% | +10.8% | -17.5% | -10.7% |
| 3Y | -7.1% | +17.1% | -24.3% | -17.3% |
| 5Y | -5.0% | -28.2% | +23.3% | +0.3% |
| All | +321.2% | +126.7% | +194.5% | +206.8% |
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