+320.0%
CMG vs CI
+141.9%
+178.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | -6.5% | -1.1% | -5.4% | -6.2% |
| 30D | +12.1% | +0.5% | +11.6% | +11.9% |
| 3M | +20.6% | -5.2% | +25.8% | +22.0% |
| 6M | +2.1% | +4.3% | -2.2% | +0.6% |
| YTD | -2.6% | +2.8% | -5.4% | -3.8% |
| 1Y | -8.7% | -5.8% | -2.9% | -7.5% |
| 3Y | -7.4% | +4.7% | -12.1% | -10.5% |
| 5Y | -5.7% | +42.7% | -48.4% | -17.8% |
| All | +320.0% | +141.9% | +178.1% | +228.2% |
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