+4,063.6%
CMG vs CF
+5,454.1%
-1,390.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +4.1% | +10.4% | -6.3% | +2.1% |
| 30D | +20.5% | +7.6% | +13.0% | +18.7% |
| 3M | +14.5% | +5.2% | +9.3% | +13.0% |
| 6M | +14.8% | -0.1% | +14.9% | +13.8% |
| YTD | -1.0% | +61.7% | -62.7% | -12.4% |
| 1Y | +22.9% | +50.3% | -27.4% | +10.4% |
| 3Y | -13.6% | +66.0% | -79.6% | -25.3% |
| 5Y | +0.9% | +114.5% | -113.6% | -20.3% |
| 10Y | +361.4% | +471.5% | -110.1% | +172.7% |
| All | +4,063.6% | +5,454.1% | -1,390.5% | +879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling