+4,100.0%
CMG vs IP
+167.4%
+3,932.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | -2.8% | -5.3% | +2.5% | -1.2% |
| 30D | +7.1% | -10.9% | +18.0% | +10.9% |
| 3M | +31.2% | +11.2% | +20.0% | +25.6% |
| 6M | +0.7% | -10.2% | +10.9% | +2.3% |
| YTD | -0.1% | -2.0% | +1.9% | -1.8% |
| 1Y | -10.7% | -19.1% | +8.3% | -6.5% |
| 3Y | -4.7% | +20.9% | -25.5% | -15.4% |
| 5Y | -3.8% | -17.8% | +14.1% | -4.6% |
| 10Y | +352.5% | +23.5% | +329.0% | +263.8% |
| All | +4,100.0% | +167.4% | +3,932.6% | +2,412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling