+28.9%
CMG vs FGI
-74.8%
+103.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.6% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +15.6% | -11.8% | +27.4% | +15.7% |
| 3M | +8.2% | -46.2% | +54.4% | +8.8% |
| 6M | +9.9% | +5.2% | +4.7% | +8.5% |
| YTD | -4.6% | +10.5% | -15.2% | -6.7% |
| 1Y | +12.4% | +25.5% | -13.1% | +9.1% |
| 3Y | -18.0% | -16.0% | -2.0% | -20.9% |
| All | +28.9% | -74.8% | +103.7% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling