+277.7%
CMG vs IR
+288.5%
-10.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | -2.8% | -2.8% | 0.0% | -1.9% |
| 30D | +7.1% | -15.1% | +22.3% | +13.1% |
| 3M | +31.2% | +6.1% | +25.1% | +27.8% |
| 6M | +0.7% | -16.8% | +17.5% | +6.2% |
| YTD | -0.1% | -3.5% | +3.4% | 0.0% |
| 1Y | -10.7% | -3.5% | -7.3% | -10.7% |
| 3Y | -4.7% | +9.5% | -14.2% | -10.4% |
| 5Y | -3.8% | +45.1% | -48.8% | -18.6% |
| All | +277.7% | +288.5% | -10.9% | +127.7% |
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