+4,100.0%
CMG vs FE
+125.8%
+3,974.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.8% | +1.9% | -4.8% | -3.3% |
| 30D | +7.1% | -1.2% | +8.3% | +7.4% |
| 3M | +31.2% | +3.5% | +27.7% | +29.8% |
| 6M | +0.7% | -6.1% | +6.7% | +2.1% |
| YTD | -0.1% | +7.6% | -7.7% | -2.5% |
| 1Y | -10.7% | +11.9% | -22.7% | -13.9% |
| 3Y | -4.7% | +48.4% | -53.1% | -16.0% |
| 5Y | -3.8% | +44.8% | -48.5% | -15.3% |
| 10Y | +352.5% | +115.9% | +236.6% | +240.2% |
| All | +4,100.0% | +125.8% | +3,974.2% | +2,651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling