+132.2%
CMG vs SITM
+4,437.5%
-4,305.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -6.5% | +3.7% | -10.2% | -7.0% |
| 30D | +12.1% | -14.5% | +26.6% | +14.1% |
| 3M | +20.6% | -10.6% | +31.1% | +20.1% |
| 6M | +2.1% | +65.5% | -63.4% | -8.8% |
| YTD | -2.6% | +67.0% | -69.6% | -14.1% |
| 1Y | -8.7% | +138.6% | -147.3% | -25.1% |
| 3Y | -7.4% | +421.8% | -429.2% | -39.3% |
| 5Y | -5.7% | +172.4% | -178.1% | -36.3% |
| All | +132.2% | +4,437.5% | -4,305.3% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling