-10.7%
CMG vs FISV
-61.2%
+50.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +7.1% | -2.1% | +9.2% | +7.4% |
| 3M | +31.2% | -5.7% | +36.9% | +31.7% |
| 6M | +0.7% | -15.3% | +16.0% | +2.6% |
| YTD | -0.1% | -21.1% | +21.0% | +2.5% |
| 1Y | -10.7% | -61.1% | +50.3% | -3.0% |
| All | -10.7% | -61.2% | +50.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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