-7.6%
CMG vs CFG
+182.2%
-189.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.3% |
| 3M | +20.6% | +6.3% | +14.3% | +18.4% |
| 6M | +2.1% | +20.6% | -18.5% | -2.9% |
| YTD | -2.6% | +21.2% | -23.9% | -7.4% |
| 1Y | -8.7% | +38.2% | -46.9% | -15.6% |
| All | -7.6% | +182.2% | -189.8% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling