-3.0%
CMG vs FE
+48.2%
-51.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +12.7% | -2.1% | +14.9% | +13.1% |
| 3M | +26.3% | +2.6% | +23.6% | +25.6% |
| 6M | +4.5% | -6.8% | +11.3% | +5.5% |
| YTD | -0.1% | +6.9% | -7.0% | -1.8% |
| 1Y | -6.8% | +11.6% | -18.3% | -9.3% |
| 3Y | -5.0% | +47.7% | -52.7% | -14.2% |
| 5Y | -3.0% | +46.2% | -49.2% | -10.9% |
| All | -3.0% | +48.2% | -51.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling