-7.6%
CMG vs FDS
-32.7%
+25.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.9% |
| 7D | -6.5% | -8.8% | +2.3% | -5.0% |
| 30D | +12.1% | -1.4% | +13.5% | +12.3% |
| 3M | +20.6% | +13.9% | +6.7% | +16.4% |
| 6M | +2.1% | +27.4% | -25.3% | -4.6% |
| YTD | -2.6% | -2.5% | -0.2% | -2.3% |
| 1Y | -8.7% | -23.8% | +15.1% | -0.6% |
| All | -7.6% | -32.7% | +25.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling