+352.3%
CMG vs IP
+23.9%
+328.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +13.7% | +9.4% | +4.3% | +11.2% |
| 3M | +11.8% | -14.1% | +25.8% | +15.7% |
| 6M | +10.6% | +9.2% | +1.4% | +7.1% |
| YTD | -2.9% | -7.5% | +4.6% | -2.7% |
| 1Y | +17.8% | -2.8% | +20.6% | +16.5% |
| 3Y | -15.3% | +21.2% | -36.5% | -22.3% |
| 5Y | -0.9% | -11.5% | +10.6% | -2.4% |
| All | +352.3% | +23.9% | +328.4% | +270.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling