-12.7%
CMG vs IRE
-82.8%
+70.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.2% | -0.1% |
| 7D | -1.5% | +58.9% | -60.4% | -2.2% |
| 30D | +12.7% | +17.2% | -4.4% | +12.2% |
| 3M | +26.3% | -58.6% | +84.9% | +25.7% |
| 6M | +4.5% | -23.5% | +28.0% | +1.4% |
| YTD | -0.1% | -47.4% | +47.3% | -3.0% |
| All | -12.7% | -82.8% | +70.1% | -14.1% |
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 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