-5.3%
CMG vs IP
+21.5%
-26.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -2.8% | -5.3% | +2.5% | -1.7% |
| 30D | +7.1% | -10.9% | +18.0% | +9.7% |
| 3M | +31.2% | +11.2% | +20.0% | +27.3% |
| 6M | +0.7% | -10.2% | +10.9% | +2.6% |
| YTD | -0.1% | -2.0% | +1.9% | -0.7% |
| 1Y | -10.7% | -19.1% | +8.3% | -7.5% |
| All | -5.3% | +21.5% | -26.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling