+323.6%
CMG vs CF
+589.1%
-265.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.5% | -0.9% | -0.5% | -1.3% |
| 30D | +12.7% | +18.1% | -5.4% | +10.0% |
| 3M | +26.3% | +23.4% | +2.9% | +22.1% |
| 6M | +4.5% | +17.1% | -12.6% | +0.4% |
| YTD | -0.1% | +76.2% | -76.3% | -10.8% |
| 1Y | -6.8% | +62.3% | -69.0% | -15.6% |
| 3Y | -5.0% | +71.8% | -76.8% | -16.1% |
| 5Y | -3.0% | +234.6% | -237.6% | -27.6% |
| 10Y | +323.6% | +574.3% | -250.7% | +165.7% |
| All | +323.6% | +589.1% | -265.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling