+3,994.3%
CMG vs IYR
+209.2%
+3,785.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | -6.5% | -0.9% | -5.6% | -6.0% |
| 30D | +12.1% | -2.4% | +14.5% | +13.5% |
| 3M | +20.6% | -2.0% | +22.6% | +21.7% |
| 6M | +2.1% | +2.5% | -0.4% | +0.6% |
| YTD | -2.6% | +8.3% | -10.9% | -6.8% |
| 1Y | -8.7% | +6.5% | -15.1% | -11.9% |
| 3Y | -7.4% | +29.3% | -36.7% | -20.5% |
| 5Y | -5.7% | +5.7% | -11.3% | -9.7% |
| 10Y | +322.3% | +69.2% | +253.1% | +210.3% |
| All | +3,994.3% | +209.2% | +3,785.2% | +2,184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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