-7.1%
CMG vs IJR
+52.1%
-59.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.1% | -2.2% | +0.1% | -0.8% |
| 30D | +10.9% | -4.6% | +15.5% | +13.9% |
| 3M | +15.8% | +0.2% | +15.6% | +15.5% |
| 6M | +6.9% | +14.7% | -7.8% | -1.4% |
| YTD | -2.2% | +18.9% | -21.0% | -11.4% |
| 1Y | -7.1% | +19.9% | -27.0% | -16.2% |
| 3Y | -7.1% | +53.0% | -60.1% | -23.8% |
| All | -7.1% | +52.1% | -59.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling