+4,100.0%
CMG vs EWT
+873.3%
+3,226.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | +12.7% | +8.2% | +4.5% | +8.6% |
| 3M | +26.3% | +11.1% | +15.2% | +18.5% |
| 6M | +4.5% | +60.4% | -55.9% | -18.9% |
| YTD | -0.1% | +75.6% | -75.7% | -26.0% |
| 1Y | -6.8% | +91.3% | -98.1% | -33.9% |
| 3Y | -5.0% | +200.3% | -205.3% | -47.2% |
| 5Y | -3.0% | +156.4% | -159.4% | -41.6% |
| 10Y | +323.6% | +495.8% | -172.2% | +69.4% |
| All | +4,100.0% | +873.3% | +3,226.7% | +1,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling