+324.6%
CMG vs CI
+145.6%
+179.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | +15.9% | +4.9% | +11.0% | +14.4% |
| 3M | +7.8% | +7.4% | +0.4% | +5.7% |
| 6M | +7.7% | +0.4% | +7.3% | +7.2% |
| YTD | -4.9% | +9.5% | -14.4% | -7.7% |
| 1Y | +12.3% | +12.0% | +0.3% | +8.4% |
| 3Y | -17.1% | +7.1% | -24.2% | -20.3% |
| 5Y | -5.6% | +49.3% | -54.9% | -18.7% |
| All | +324.6% | +145.6% | +179.0% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling