-6.8%
CMG vs CF
+60.9%
-67.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.5% | -0.9% | -0.5% | -1.5% |
| 30D | +12.7% | +18.1% | -5.4% | +14.0% |
| 3M | +26.3% | +23.4% | +2.9% | +27.8% |
| 6M | +4.5% | +17.1% | -12.6% | +3.4% |
| YTD | -0.1% | +76.2% | -76.3% | -15.5% |
| 1Y | -6.8% | +62.3% | -69.0% | -18.2% |
| All | -6.8% | +60.9% | -67.7% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling