+3,994.3%
CMG vs FISV
+343.2%
+3,651.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -0.7% |
| 7D | -6.5% | -6.4% | -0.1% | -3.9% |
| 30D | +12.1% | -6.8% | +18.9% | +15.1% |
| 3M | +20.6% | -10.0% | +30.5% | +24.3% |
| 6M | +2.1% | -20.6% | +22.7% | +10.4% |
| YTD | -2.6% | -27.6% | +25.0% | +9.1% |
| 1Y | -8.7% | -64.3% | +55.6% | +29.3% |
| 3Y | -7.4% | -60.0% | +52.6% | +16.5% |
| 5Y | -5.7% | -57.7% | +52.0% | +12.6% |
| 10Y | +322.3% | -3.0% | +325.3% | +207.4% |
| All | +3,994.3% | +343.2% | +3,651.1% | +1,165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling