-0.9%
CMG vs CFG
+66.0%
-66.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +13.7% | +2.8% | +10.9% | +12.8% |
| 3M | +11.8% | -10.1% | +21.9% | +14.9% |
| 6M | +10.6% | +3.2% | +7.4% | +9.2% |
| YTD | -2.9% | +14.2% | -17.1% | -6.8% |
| 1Y | +17.8% | +27.4% | -9.6% | +10.0% |
| 3Y | -15.3% | +187.6% | -202.9% | -37.1% |
| 5Y | -0.9% | +65.7% | -66.6% | -10.2% |
| All | -0.9% | +66.0% | -66.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling