+260.5%
CMG vs IR
+332.9%
-72.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +2.5% | 0.0% | +1.6% |
| 30D | +15.6% | +9.2% | +6.4% | +12.1% |
| 3M | +8.2% | +0.9% | +7.2% | +7.5% |
| 6M | +9.9% | +19.2% | -9.4% | +2.5% |
| YTD | -4.6% | +7.5% | -12.1% | -8.1% |
| 1Y | +12.4% | +11.7% | +0.7% | +6.8% |
| 3Y | -18.0% | +23.9% | -41.9% | -26.1% |
| 5Y | -5.3% | +46.4% | -51.7% | -20.8% |
| All | +260.5% | +332.9% | -72.4% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling