-7.6%
CMG vs FITB
+128.2%
-135.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +12.1% | -5.1% | +17.2% | +13.6% |
| 3M | +20.6% | +3.5% | +17.0% | +19.0% |
| 6M | +2.1% | +17.2% | -15.1% | -2.8% |
| YTD | -2.6% | +17.6% | -20.3% | -7.2% |
| 1Y | -8.7% | +23.4% | -32.0% | -14.1% |
| All | -7.6% | +128.2% | -135.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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