-5.0%
CMG vs FE
+48.5%
-53.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.5% |
| 30D | +12.7% | -2.1% | +14.9% | +12.7% |
| 3M | +26.3% | +2.6% | +23.6% | +26.2% |
| 6M | +4.5% | -6.8% | +11.3% | +4.4% |
| YTD | -0.1% | +6.9% | -7.0% | -0.7% |
| 1Y | -6.8% | +11.6% | -18.3% | -7.7% |
| 3Y | -5.0% | +47.7% | -52.7% | -4.7% |
| All | -5.0% | +48.5% | -53.4% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling