-14.8%
CMG vs FFIV
+102.3%
-117.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.9% |
| 7D | +4.1% | -2.9% | +7.0% | +4.5% |
| 30D | +20.5% | -32.4% | +52.9% | +27.7% |
| 3M | +14.5% | -22.7% | +37.2% | +17.3% |
| 6M | +14.8% | -10.7% | +25.5% | +12.0% |
| YTD | -1.0% | +25.4% | -26.3% | -14.0% |
| 1Y | +22.9% | +34.2% | -11.3% | +4.1% |
| All | -14.8% | +102.3% | -117.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling