+17.3%
CMG vs IP
-2.1%
+19.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.3% |
| 7D | +8.6% | -3.0% | +11.6% | +9.2% |
| 30D | +13.1% | +10.6% | +2.5% | +11.2% |
| 3M | +9.0% | -13.6% | +22.6% | +11.4% |
| 6M | +10.0% | +10.4% | -0.4% | +7.3% |
| YTD | -3.4% | -6.5% | +3.1% | -1.6% |
| All | +17.3% | -2.1% | +19.4% | +16.4% |
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