-16.8%
CMG vs FGI
+1.5%
-18.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.7% |
| 7D | +8.0% | -7.0% | +14.9% | +8.0% |
| 30D | +11.9% | -4.2% | +16.1% | +11.9% |
| 3M | +2.1% | +55.6% | -53.5% | +1.8% |
| 6M | +5.2% | -3.2% | +8.3% | +5.0% |
| YTD | -6.9% | +29.1% | -36.1% | -7.3% |
| 1Y | +12.7% | +51.0% | -38.3% | +12.1% |
| 3Y | -16.8% | +1.5% | -18.3% | -14.7% |
| All | -16.8% | +1.5% | -18.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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