-5.6%
CMG vs FDS
-23.2%
+17.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -0.6% | -2.6% | +1.9% | +0.1% |
| 30D | +15.9% | +14.1% | +1.8% | +11.6% |
| 3M | +7.8% | +19.8% | -12.0% | +1.9% |
| 6M | +7.7% | +55.0% | -47.3% | -8.1% |
| YTD | -4.9% | +15.9% | -20.8% | -10.1% |
| 1Y | +12.3% | +24.2% | -11.9% | +2.6% |
| 3Y | -17.1% | -24.0% | +7.0% | -6.4% |
| 5Y | -5.6% | -23.3% | +17.7% | +4.2% |
| All | -5.6% | -23.2% | +17.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling