+4,100.0%
CMG vs IT
+1,180.3%
+2,919.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +2.7% |
| 7D | -1.5% | -9.1% | +7.7% | +1.7% |
| 30D | +12.7% | -7.0% | +19.7% | +15.1% |
| 3M | +26.3% | +7.6% | +18.6% | +18.1% |
| 6M | +4.5% | +2.1% | +2.4% | -1.5% |
| YTD | -0.1% | -31.6% | +31.5% | +8.5% |
| 1Y | -6.8% | -29.9% | +23.1% | -0.3% |
| 3Y | -5.0% | -51.3% | +46.3% | +13.1% |
| 5Y | -3.0% | -44.8% | +41.8% | +8.3% |
| 10Y | +323.6% | +91.4% | +232.2% | +160.1% |
| All | +4,100.0% | +1,180.3% | +2,919.7% | +1,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling