-5.0%
CMG vs EWT
+144.9%
-149.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.3% |
| 7D | -3.8% | -1.1% | -2.7% | -3.5% |
| 30D | +12.9% | +4.8% | +8.1% | +10.6% |
| 3M | +18.8% | +11.1% | +7.6% | +11.7% |
| 6M | +4.1% | +54.6% | -50.6% | -19.4% |
| YTD | -2.4% | +71.4% | -73.8% | -29.0% |
| 1Y | -6.7% | +82.1% | -88.8% | -34.6% |
| 3Y | -7.1% | +193.2% | -200.4% | -55.1% |
| 5Y | -5.0% | +146.1% | -151.1% | -44.0% |
| All | -5.0% | +144.9% | -149.8% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling