-15.6%
CMG vs FIG
-72.7%
+57.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | -0.1% |
| 7D | -2.1% | -3.8% | +1.8% | -1.9% |
| 30D | +10.9% | -2.3% | +13.2% | +10.8% |
| 3M | +15.8% | +20.0% | -4.1% | +13.2% |
| 6M | +6.9% | -16.7% | +23.6% | +7.0% |
| YTD | -2.2% | -37.9% | +35.8% | -0.6% |
| 1Y | -7.1% | -58.5% | +51.5% | -3.9% |
| All | -15.6% | -72.7% | +57.1% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling