+325.9%
CMG vs FE
+126.1%
+199.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.5% | +1.2% | +1.2% | +2.2% |
| 30D | +15.6% | +4.5% | +11.1% | +14.6% |
| 3M | +8.2% | +1.3% | +6.8% | +7.9% |
| 6M | +9.9% | +8.7% | +1.2% | +8.0% |
| YTD | -4.6% | +9.2% | -13.9% | -6.7% |
| 1Y | +12.4% | +7.0% | +5.5% | +10.5% |
| 3Y | -18.0% | +51.4% | -69.4% | -25.9% |
| 5Y | -5.3% | +47.7% | -53.0% | -14.5% |
| All | +325.9% | +126.1% | +199.8% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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