-4.1%
CMG vs FFIV
+35.3%
-39.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +15.6% | -32.4% | +48.0% | +28.1% |
| 3M | +8.2% | -25.7% | +33.9% | +15.1% |
| 6M | +9.9% | -13.5% | +23.4% | +9.0% |
| YTD | -4.6% | +21.1% | -25.8% | -18.9% |
| 1Y | +12.4% | +29.4% | -17.0% | -7.3% |
| 3Y | -18.0% | +94.9% | -112.9% | -46.9% |
| All | -4.1% | +35.3% | -39.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling