-7.1%
CMG vs SITM
+155.7%
-162.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | +0.2% |
| 7D | -2.1% | +3.9% | -5.9% | -2.1% |
| 30D | +10.9% | -6.6% | +17.5% | +11.0% |
| 3M | +15.8% | -11.9% | +27.7% | +15.3% |
| 6M | +6.9% | +81.1% | -74.2% | +4.0% |
| YTD | -2.2% | +80.0% | -82.1% | -4.7% |
| 1Y | -7.1% | +145.8% | -152.9% | -9.8% |
| All | -7.1% | +155.7% | -162.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling