+322.0%
CMG vs IT
+103.1%
+218.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.4% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | +10.9% | +0.1% | +10.8% | +10.5% |
| 3M | +15.8% | +20.7% | -4.8% | +5.7% |
| 6M | +6.9% | +12.0% | -5.0% | -1.0% |
| YTD | -2.2% | -28.8% | +26.7% | +5.4% |
| 1Y | -7.1% | -25.5% | +18.4% | -2.1% |
| 3Y | -7.1% | -48.8% | +41.6% | +8.9% |
| 5Y | -4.8% | -42.7% | +38.0% | +4.6% |
| All | +322.0% | +103.1% | +218.9% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling