+322.3%
CMG vs FE
+110.4%
+212.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | +12.1% | -1.2% | +13.3% | +12.3% |
| 3M | +20.6% | +1.7% | +18.9% | +20.1% |
| 6M | +2.1% | -7.5% | +9.6% | +3.5% |
| YTD | -2.6% | +6.3% | -8.9% | -4.1% |
| 1Y | -8.7% | +10.9% | -19.5% | -11.0% |
| 3Y | -7.4% | +46.9% | -54.3% | -15.6% |
| 5Y | -5.7% | +47.6% | -53.3% | -14.4% |
| 10Y | +322.3% | +114.5% | +207.9% | +322.6% |
| All | +322.3% | +110.4% | +212.0% | +322.6% |
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