-7.1%
CMG vs SITM
+452.7%
-459.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.1% |
| 7D | -2.1% | +3.9% | -5.9% | -2.3% |
| 30D | +10.9% | -6.6% | +17.5% | +11.2% |
| 3M | +15.8% | -11.9% | +27.7% | +15.8% |
| 6M | +6.9% | +81.1% | -74.2% | -0.2% |
| YTD | -2.2% | +80.0% | -82.1% | -9.2% |
| 1Y | -7.1% | +145.8% | -152.9% | -17.0% |
| 3Y | -7.1% | +475.9% | -483.0% | -29.2% |
| All | -7.1% | +452.7% | -459.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling