+269.2%
CMG vs IR
+271.9%
-2.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | -3.8% | -3.1% | -0.8% | -2.8% |
| 30D | +12.9% | -14.0% | +26.9% | +18.7% |
| 3M | +18.8% | +3.7% | +15.0% | +16.6% |
| 6M | +4.1% | -15.4% | +19.4% | +9.1% |
| YTD | -2.4% | -7.7% | +5.3% | -0.8% |
| 1Y | -6.7% | -8.8% | +2.2% | -4.8% |
| 3Y | -7.1% | +5.6% | -12.7% | -11.6% |
| 5Y | -5.0% | +34.3% | -39.3% | -17.7% |
| All | +269.2% | +271.9% | -2.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling