-7.1%
CMG vs IT
-49.4%
+42.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.5% |
| 7D | -2.1% | -3.7% | +1.6% | -1.7% |
| 30D | +10.9% | +0.1% | +10.8% | +10.8% |
| 3M | +15.8% | +20.7% | -4.8% | +11.2% |
| 6M | +6.9% | +12.0% | -5.0% | +3.6% |
| YTD | -2.2% | -28.8% | +26.7% | +4.6% |
| 1Y | -7.1% | -25.5% | +18.4% | -2.2% |
| 3Y | -7.1% | -48.8% | +41.6% | +15.4% |
| All | -7.1% | -49.4% | +42.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling