+321.2%
CMG vs FDS
+66.9%
+254.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +2.3% |
| 7D | -3.8% | -16.0% | +12.2% | +2.1% |
| 30D | +12.9% | -6.7% | +19.6% | +15.3% |
| 3M | +18.8% | +6.0% | +12.8% | +14.3% |
| 6M | +4.1% | +25.1% | -21.0% | -7.2% |
| YTD | -2.4% | -8.1% | +5.8% | -2.3% |
| 1Y | -6.7% | -26.0% | +19.4% | +1.4% |
| 3Y | -7.1% | -36.4% | +29.3% | +6.5% |
| 5Y | -5.0% | -27.7% | +22.8% | +1.9% |
| All | +321.2% | +66.9% | +254.3% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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