+4,100.0%
CMG vs FFIV
+1,147.5%
+2,952.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | -1.0% | -1.9% | -2.6% |
| 30D | +7.1% | -5.1% | +12.2% | +8.6% |
| 3M | +31.2% | -4.5% | +35.6% | +32.1% |
| 6M | +0.7% | +36.5% | -35.8% | -10.3% |
| YTD | -0.1% | +53.0% | -53.1% | -14.7% |
| 1Y | -10.7% | +24.2% | -35.0% | -18.8% |
| 3Y | -4.7% | +137.2% | -141.9% | -30.8% |
| 5Y | -3.8% | +91.8% | -95.5% | -26.0% |
| 10Y | +352.5% | +215.2% | +137.3% | +184.9% |
| All | +4,100.0% | +1,147.5% | +2,952.5% | +1,069.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling