-7.1%
CMG vs EWT
+85.6%
-92.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -2.1% | -1.1% | -0.9% | -2.0% |
| 30D | +10.9% | +4.5% | +6.5% | +10.7% |
| 3M | +15.8% | +8.3% | +7.6% | +14.0% |
| 6M | +6.9% | +54.2% | -47.3% | -7.7% |
| YTD | -2.2% | +74.6% | -76.7% | -19.9% |
| 1Y | -7.1% | +84.9% | -92.0% | -25.3% |
| All | -7.1% | +85.6% | -92.7% | -25.3% |
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