-7.1%
CMG vs IR
-8.8%
+1.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -4.5% | +2.4% | -0.4% |
| 30D | +10.9% | -13.9% | +24.8% | +16.9% |
| 3M | +15.8% | -0.3% | +16.2% | +14.2% |
| 6M | +6.9% | -14.3% | +21.3% | +12.8% |
| YTD | -2.2% | -7.9% | +5.7% | -1.6% |
| 1Y | -7.1% | -9.9% | +2.8% | -6.5% |
| All | -7.1% | -8.8% | +1.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling