+4,100.0%
CMG vs CI
+742.3%
+3,357.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | +7.1% | +4.4% | +2.7% | +5.7% |
| 3M | +31.2% | +0.7% | +30.5% | +30.7% |
| 6M | +0.7% | +0.3% | +0.3% | +0.2% |
| YTD | -0.1% | +3.8% | -3.9% | -1.7% |
| 1Y | -10.7% | -5.5% | -5.3% | -9.6% |
| 3Y | -4.7% | +8.1% | -12.8% | -9.2% |
| 5Y | -3.8% | +42.8% | -46.6% | -16.9% |
| 10Y | +352.5% | +143.9% | +208.6% | +215.6% |
| All | +4,100.0% | +742.3% | +3,357.7% | +1,733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling