+178.0%
CMG vs CFG
+396.4%
-218.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | +7.1% | -3.8% | +11.0% | +8.1% |
| 3M | +31.2% | +11.5% | +19.7% | +27.3% |
| 6M | +0.7% | +19.2% | -18.5% | -4.0% |
| YTD | -0.1% | +23.7% | -23.8% | -5.7% |
| 1Y | -10.7% | +38.8% | -49.6% | -18.3% |
| 3Y | -4.7% | +178.9% | -183.6% | -28.3% |
| 5Y | -3.8% | +101.8% | -105.5% | -22.8% |
| 10Y | +352.5% | +317.3% | +35.2% | +167.4% |
| All | +178.0% | +396.4% | -218.3% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling