-5.7%
CMG vs EW
-29.9%
+24.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -6.5% | -5.1% | -1.4% | -5.0% |
| 30D | +12.1% | -6.4% | +18.5% | +14.3% |
| 3M | +20.6% | -1.6% | +22.1% | +21.0% |
| 6M | +2.1% | +2.3% | -0.2% | +1.1% |
| YTD | -2.6% | +1.1% | -3.7% | -3.4% |
| 1Y | -8.7% | +8.0% | -16.7% | -11.4% |
| 3Y | -7.4% | +16.3% | -23.7% | -17.1% |
| 5Y | -5.7% | -29.4% | +23.7% | +3.3% |
| All | -5.7% | -29.9% | +24.2% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling