-5.7%
CMG vs IR
+40.4%
-46.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | -6.5% | -1.9% | -4.6% | -5.7% |
| 30D | +12.1% | -15.0% | +27.1% | +20.1% |
| 3M | +20.6% | -0.4% | +21.0% | +19.6% |
| 6M | +2.1% | -15.0% | +17.1% | +8.3% |
| YTD | -2.6% | -7.1% | +4.4% | -1.2% |
| 1Y | -8.7% | -7.5% | -1.2% | -7.2% |
| 3Y | -7.4% | +6.3% | -13.7% | -16.7% |
| 5Y | -5.7% | +37.3% | -43.0% | -29.1% |
| All | -5.7% | +40.4% | -46.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling