-13.8%
CMG vs FIG
-71.6%
+57.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -1.4% |
| 7D | -2.8% | -16.3% | +13.5% | -1.8% |
| 30D | +7.1% | -14.3% | +21.4% | +7.9% |
| 3M | +31.2% | +7.2% | +24.0% | +29.4% |
| 6M | +0.7% | -18.6% | +19.3% | +0.9% |
| YTD | -0.1% | -35.5% | +35.3% | +1.3% |
| 1Y | -10.7% | -55.8% | +45.0% | -8.0% |
| All | -13.8% | -71.6% | +57.8% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling