+322.3%
CMG vs CFG
+308.1%
+14.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +12.1% | -4.5% | +16.6% | +13.4% |
| 3M | +20.6% | +6.3% | +14.3% | +18.4% |
| 6M | +2.1% | +20.6% | -18.5% | -3.1% |
| YTD | -2.6% | +21.2% | -23.9% | -7.7% |
| 1Y | -8.7% | +38.2% | -46.9% | -16.4% |
| 3Y | -7.4% | +185.9% | -193.3% | -31.0% |
| 5Y | -5.7% | +97.0% | -102.7% | -24.0% |
| 10Y | +322.3% | +306.8% | +15.5% | +144.9% |
| All | +322.3% | +308.1% | +14.2% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling