+4,100.0%
CMG vs EW
+2,477.8%
+1,622.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +31.2% | +2.8% | +28.4% | +29.8% |
| 6M | +0.7% | +5.5% | -4.8% | -1.3% |
| YTD | -0.1% | +5.5% | -5.6% | -2.3% |
| 1Y | -10.7% | +11.0% | -21.8% | -14.3% |
| 3Y | -4.7% | +17.7% | -22.4% | -13.9% |
| 5Y | -3.8% | -25.7% | +22.0% | -0.5% |
| 10Y | +352.5% | +132.8% | +219.7% | +215.6% |
| All | +4,100.0% | +2,477.8% | +1,622.2% | +854.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling