-10.7%
CMG vs CFG
+40.4%
-51.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.4% |
| 30D | +7.1% | -3.8% | +11.0% | +8.7% |
| 3M | +31.2% | +11.5% | +19.7% | +23.6% |
| 6M | +0.7% | +19.2% | -18.5% | -8.7% |
| YTD | -0.1% | +23.7% | -23.8% | -11.1% |
| 1Y | -10.7% | +38.8% | -49.6% | -25.1% |
| All | -10.7% | +40.4% | -51.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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