+361.4%
CMG vs CF
+485.9%
-124.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +4.1% | +10.4% | -6.3% | +2.6% |
| 30D | +20.5% | +7.6% | +13.0% | +19.1% |
| 3M | +14.5% | +5.2% | +9.3% | +13.4% |
| 6M | +14.8% | -0.1% | +14.9% | +14.1% |
| YTD | -1.0% | +61.7% | -62.7% | -10.9% |
| 1Y | +22.9% | +50.3% | -27.4% | +12.1% |
| 3Y | -13.6% | +66.0% | -79.6% | -23.7% |
| 5Y | +0.9% | +114.5% | -113.6% | -18.3% |
| 10Y | +361.4% | +471.5% | -110.1% | +185.3% |
| All | +361.4% | +485.9% | -124.5% | +185.3% |
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