-7.6%
CMG vs FFIV
+151.3%
-158.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.4% |
| 7D | -6.5% | +3.5% | -9.9% | -7.3% |
| 30D | +12.1% | -1.3% | +13.4% | +12.2% |
| 3M | +20.6% | +2.4% | +18.2% | +19.1% |
| 6M | +2.1% | +41.8% | -39.7% | -9.5% |
| YTD | -2.6% | +58.5% | -61.1% | -17.1% |
| 1Y | -8.7% | +24.3% | -33.0% | -16.3% |
| All | -7.6% | +151.3% | -158.9% | -31.4% |
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