+17.3%
CMG vs CF
+47.0%
-29.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.9% |
| 3M | +9.0% | +4.8% | +4.1% | +10.0% |
| 6M | +10.0% | +4.7% | +5.3% | +11.3% |
| YTD | -3.4% | +56.5% | -59.9% | -16.8% |
| All | +17.3% | +47.0% | -29.8% | +5.1% |
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