+22.9%
CMG vs IRE
-97.4%
+120.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.1% | -10.1% | +2.0% |
| 7D | +4.1% | -15.1% | +19.2% | +4.2% |
| 30D | +20.5% | -71.4% | +91.9% | +21.1% |
| 3M | +14.5% | -81.2% | +95.7% | +15.3% |
| 6M | +14.8% | -93.7% | +108.5% | +14.7% |
| YTD | -1.0% | -92.2% | +91.2% | -0.8% |
| 1Y | +22.9% | -97.3% | +120.2% | +20.3% |
| All | +22.9% | -97.4% | +120.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling