-10.7%
CMG vs EWT
+99.0%
-109.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -2.8% | +4.0% | -6.8% | -3.0% |
| 30D | +7.1% | +10.3% | -3.2% | +6.7% |
| 3M | +31.2% | +6.1% | +25.1% | +29.6% |
| 6M | +0.7% | +56.6% | -56.0% | -12.5% |
| YTD | -0.1% | +76.6% | -76.7% | -16.8% |
| 1Y | -10.7% | +97.9% | -108.6% | -21.7% |
| All | -10.7% | +99.0% | -109.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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