-16.0%
CMG vs FIG
-74.1%
+58.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -2.3% |
| 7D | -6.5% | -14.5% | +8.0% | -5.6% |
| 30D | +12.1% | -13.3% | +25.4% | +12.8% |
| 3M | +20.6% | +7.4% | +13.2% | +18.7% |
| 6M | +2.1% | -27.8% | +29.9% | +3.1% |
| YTD | -2.6% | -41.1% | +38.5% | -0.7% |
| 1Y | -8.7% | -58.7% | +50.0% | -5.5% |
| All | -16.0% | -74.1% | +58.1% | -11.6% |
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 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