+10.9%
CMG vs FIG
-52.3%
+63.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +5.5% |
| 7D | +22.5% | -4.7% | +27.2% | +22.8% |
| 30D | +14.1% | +0.5% | +13.6% | +13.9% |
| 3M | +4.1% | -18.4% | +22.5% | +4.8% |
| 6M | +10.1% | +10.9% | -0.8% | +7.3% |
| YTD | -4.9% | -40.8% | +35.9% | -3.0% |
| 1Y | +10.9% | -51.7% | +62.6% | +12.6% |
| All | +10.9% | -52.3% | +63.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling