+383.6%
CMG vs CF
+546.3%
-162.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +8.6% | -0.9% | +9.5% | +8.6% |
| 30D | +13.1% | +6.9% | +6.2% | +11.8% |
| 3M | +9.0% | +4.8% | +4.1% | +7.9% |
| 6M | +10.0% | +4.7% | +5.3% | +8.4% |
| YTD | -3.4% | +56.5% | -59.9% | -12.7% |
| 1Y | +16.8% | +48.4% | -31.6% | +6.6% |
| 3Y | -14.7% | +59.1% | -73.9% | -24.3% |
| 5Y | -1.5% | +109.5% | -111.1% | -20.2% |
| 10Y | +383.6% | +487.0% | -103.4% | +179.7% |
| All | +383.6% | +546.3% | -162.7% | +179.7% |
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