+10.9%
CMG vs CI
+21.2%
-10.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.5% | +4.8% |
| 7D | +22.5% | +3.5% | +19.0% | +21.3% |
| 30D | +14.1% | +12.6% | +1.5% | +10.4% |
| 3M | +4.1% | +12.1% | -8.0% | +0.8% |
| 6M | +10.1% | +10.6% | -0.5% | +6.7% |
| YTD | -4.9% | +12.8% | -17.7% | -8.0% |
| 1Y | +10.9% | +18.0% | -7.1% | +4.3% |
| All | +10.9% | +21.2% | -10.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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