-7.6%
CMG vs IRM
+102.2%
-109.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -6.5% | +3.0% | -9.5% | -7.0% |
| 30D | +12.1% | -5.2% | +17.3% | +13.1% |
| 3M | +20.6% | -8.0% | +28.6% | +22.0% |
| 6M | +2.1% | +9.2% | -7.1% | -0.9% |
| YTD | -2.6% | +41.0% | -43.6% | -11.2% |
| 1Y | -8.7% | +23.3% | -31.9% | -14.5% |
| All | -7.6% | +102.2% | -109.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling