+321.2%
CMG vs FFIV
+238.2%
+83.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -3.8% | +1.6% | -5.4% | -4.5% |
| 30D | +12.9% | -3.7% | +16.7% | +14.0% |
| 3M | +18.8% | +2.0% | +16.8% | +16.9% |
| 6M | +4.1% | +39.3% | -35.2% | -9.9% |
| YTD | -2.4% | +56.1% | -58.5% | -19.7% |
| 1Y | -6.7% | +22.0% | -28.6% | -15.9% |
| 3Y | -7.1% | +148.2% | -155.3% | -38.3% |
| 5Y | -5.0% | +96.3% | -101.3% | -32.2% |
| All | +321.2% | +238.2% | +83.0% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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