+3,961.4%
CMG vs FE
+127.3%
+3,834.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +8.6% | -1.1% | +9.7% | +8.9% |
| 30D | +13.1% | +4.6% | +8.5% | +11.8% |
| 3M | +9.0% | -0.8% | +9.8% | +9.2% |
| 6M | +10.0% | +7.3% | +2.7% | +7.8% |
| YTD | -3.4% | +8.3% | -11.7% | -5.9% |
| 1Y | +16.8% | +5.7% | +11.2% | +14.5% |
| 3Y | -14.7% | +49.0% | -63.7% | -24.8% |
| 5Y | -1.5% | +49.2% | -50.7% | -14.0% |
| 10Y | +383.6% | +110.7% | +272.9% | +267.3% |
| All | +3,961.4% | +127.3% | +3,834.0% | +2,555.5% |
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