+325.9%
CMG vs CFG
+216.2%
+109.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.5% | +3.2% | -0.7% | +1.7% |
| 30D | +15.6% | +5.1% | +10.5% | +14.1% |
| 3M | +8.2% | -11.2% | +19.4% | +11.5% |
| 6M | +9.9% | +9.6% | +0.3% | +6.9% |
| YTD | -4.6% | +15.0% | -19.6% | -8.4% |
| 1Y | +12.4% | +29.9% | -17.4% | +4.8% |
| 3Y | -18.0% | +192.1% | -210.1% | -39.0% |
| 5Y | -5.3% | +62.3% | -67.6% | -19.5% |
| All | +325.9% | +216.2% | +109.7% | +176.0% |
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