+0.9%
CMG vs IR
+46.1%
-45.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | +20.5% | +7.6% | +13.0% | +16.7% |
| 3M | +14.5% | +0.1% | +14.4% | +14.0% |
| 6M | +14.8% | +14.0% | +0.8% | +7.0% |
| YTD | -1.0% | +7.5% | -8.4% | -5.8% |
| 1Y | +22.9% | +10.1% | +12.8% | +15.4% |
| 3Y | -13.6% | +24.9% | -38.5% | -27.7% |
| 5Y | +0.9% | +46.9% | -46.0% | -25.6% |
| All | +0.9% | +46.1% | -45.2% | -25.6% |
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