-17.7%
CMG vs FIG
-77.1%
+59.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +2.5% | +3.4% | -0.9% | +2.3% |
| 30D | +15.6% | -9.5% | +25.0% | +15.9% |
| 3M | +8.2% | -26.2% | +34.4% | +9.7% |
| 6M | +9.9% | +2.7% | +7.2% | +7.8% |
| YTD | -4.6% | -48.0% | +43.3% | -2.4% |
| 1Y | +12.4% | -52.0% | +64.5% | +15.4% |
| All | -17.7% | -77.1% | +59.4% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling