-14.7%
CMG vs IRE
-85.3%
+70.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.4% |
| 7D | -3.8% | +7.9% | -11.8% | -4.0% |
| 30D | +12.9% | +9.3% | +3.6% | +12.5% |
| 3M | +18.8% | -52.3% | +71.1% | +18.1% |
| 6M | +4.1% | -38.5% | +42.5% | +1.4% |
| YTD | -2.4% | -54.8% | +52.5% | -5.0% |
| All | -14.7% | -85.3% | +70.6% | -15.8% |
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