-10.7%
CMG vs IP
-18.9%
+8.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | -2.8% | -5.3% | +2.5% | -1.4% |
| 30D | +7.1% | -10.9% | +18.0% | +10.5% |
| 3M | +31.2% | +11.2% | +20.0% | +25.5% |
| 6M | +0.7% | -10.2% | +10.9% | +7.1% |
| YTD | -0.1% | -2.0% | +1.9% | -1.2% |
| 1Y | -10.7% | -19.1% | +8.3% | +3.6% |
| All | -10.7% | -18.9% | +8.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling