-7.1%
CMG vs FISV
-57.6%
+50.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +10.9% | 0.0% | +10.9% | +10.7% |
| 3M | +15.8% | -2.8% | +18.6% | +15.7% |
| 6M | +6.9% | -11.8% | +18.8% | +8.6% |
| YTD | -2.2% | -23.2% | +21.0% | +1.7% |
| 1Y | -7.1% | -62.0% | +54.9% | +5.2% |
| 3Y | -7.1% | -57.6% | +50.5% | -7.4% |
| All | -7.1% | -57.6% | +50.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling