+164.6%
CMG vs CFG
+358.5%
-193.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -0.6% | +1.6% | -2.3% | -1.0% |
| 30D | +15.9% | +3.3% | +12.6% | +14.9% |
| 3M | +7.8% | -11.5% | +19.3% | +11.1% |
| 6M | +7.7% | +6.2% | +1.4% | +5.7% |
| YTD | -4.9% | +14.3% | -19.2% | -8.5% |
| 1Y | +12.3% | +26.7% | -14.4% | +5.4% |
| 3Y | -17.1% | +187.8% | -204.8% | -37.9% |
| 5Y | -5.6% | +61.3% | -66.9% | -19.6% |
| 10Y | +342.9% | +217.2% | +125.6% | +178.9% |
| All | +164.6% | +358.5% | -193.9% | +56.0% |
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 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