-3.0%
CMG vs FFIV
+92.2%
-95.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.5% | -1.5% | +0.1% | -0.9% |
| 30D | +12.7% | -2.7% | +15.4% | +13.4% |
| 3M | +26.3% | -1.7% | +27.9% | +25.9% |
| 6M | +4.5% | +36.1% | -31.6% | -9.6% |
| YTD | -0.1% | +52.6% | -52.7% | -18.3% |
| 1Y | -6.8% | +21.5% | -28.3% | -16.5% |
| 3Y | -5.0% | +142.7% | -147.7% | -40.2% |
| 5Y | -3.0% | +92.6% | -95.6% | -33.4% |
| All | -3.0% | +92.2% | -95.2% | -33.4% |
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 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