-14.9%
CMG vs IRE
-84.0%
+69.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -2.4% |
| 7D | -6.5% | +29.0% | -35.5% | -6.8% |
| 30D | +12.1% | +24.2% | -12.1% | +11.5% |
| 3M | +20.6% | -53.2% | +73.7% | +19.9% |
| 6M | +2.1% | -36.0% | +38.1% | -0.6% |
| YTD | -2.6% | -51.0% | +48.4% | -5.3% |
| All | -14.9% | -84.0% | +69.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling