+3,812.5%
CMG vs IP
+148.0%
+3,664.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | +8.0% | -5.1% | +13.0% | +9.7% |
| 30D | +11.9% | +8.5% | +3.4% | +9.0% |
| 3M | +2.1% | -13.8% | +16.0% | +6.6% |
| 6M | +5.2% | +5.7% | -0.6% | +1.9% |
| YTD | -6.9% | -9.1% | +2.2% | -6.5% |
| 1Y | +12.7% | -0.8% | +13.5% | +9.9% |
| 3Y | -16.8% | +14.8% | -31.6% | -25.1% |
| 5Y | -4.1% | -11.5% | +7.5% | -7.2% |
| 10Y | +364.7% | +27.9% | +336.8% | +267.5% |
| All | +3,812.5% | +148.0% | +3,664.5% | +2,290.9% |
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