+3,922.7%
CMG vs IP
+145.9%
+3,776.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.8% |
| 7D | +13.2% | -5.0% | +18.1% | +14.9% |
| 30D | +14.6% | +6.5% | +8.0% | +12.3% |
| 3M | +2.6% | -18.0% | +20.6% | +8.8% |
| 6M | +9.6% | +10.3% | -0.8% | +4.7% |
| YTD | -4.3% | -9.9% | +5.6% | -3.6% |
| 1Y | +10.7% | -1.1% | +11.8% | +8.1% |
| 3Y | -13.3% | +13.0% | -26.3% | -21.5% |
| 5Y | -1.4% | -12.3% | +10.9% | -4.3% |
| 10Y | +377.8% | +26.8% | +351.0% | +278.9% |
| All | +3,922.7% | +145.9% | +3,776.8% | +2,365.0% |
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