-18.7%
CMG vs IRE
-97.2%
+78.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +39.6% | -42.3% | -2.8% |
| 7D | +8.0% | -27.2% | +35.1% | +8.1% |
| 30D | +11.9% | -75.1% | +87.0% | +13.2% |
| 3M | +2.1% | -77.9% | +80.0% | +3.2% |
| 6M | +5.2% | -94.6% | +99.7% | +6.5% |
| YTD | -6.9% | -91.5% | +84.6% | -8.0% |
| 1Y | +12.7% | -97.8% | +110.5% | +15.0% |
| All | -18.7% | -97.2% | +78.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling