+4,005.7%
CMG vs IFF
+300.0%
+3,705.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.8% | -2.8% | -1.0% | -2.8% |
| 30D | +12.9% | -1.1% | +14.0% | +13.4% |
| 3M | +18.8% | +13.8% | +4.9% | +12.6% |
| 6M | +4.1% | +16.7% | -12.6% | -3.4% |
| YTD | -2.4% | +26.1% | -28.5% | -12.6% |
| 1Y | -6.7% | +33.5% | -40.2% | -18.5% |
| 3Y | -7.1% | +31.6% | -38.7% | -20.8% |
| 5Y | -5.0% | -34.9% | +29.9% | +4.8% |
| 10Y | +323.5% | -20.3% | +343.8% | +288.6% |
| All | +4,005.7% | +300.0% | +3,705.7% | +1,461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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