-5.0%
CMG vs IT
-46.1%
+41.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -3.8% | -12.7% | +8.9% | -0.5% |
| 30D | +12.9% | -8.9% | +21.8% | +15.3% |
| 3M | +18.8% | +10.1% | +8.6% | +12.6% |
| 6M | +4.1% | +7.3% | -3.2% | -1.6% |
| YTD | -2.4% | -32.4% | +30.0% | +8.4% |
| 1Y | -6.7% | -26.6% | +20.0% | -0.4% |
| 3Y | -7.1% | -51.8% | +44.7% | +12.5% |
| 5Y | -5.0% | -45.6% | +40.6% | -0.3% |
| All | -5.0% | -46.1% | +41.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling