+322.3%
CMG vs FIVE
+486.0%
-163.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.8% |
| 7D | -6.5% | +1.7% | -8.1% | -6.9% |
| 30D | +12.1% | +5.0% | +7.1% | +10.6% |
| 3M | +20.6% | +29.5% | -8.9% | +12.4% |
| 6M | +2.1% | +12.4% | -10.3% | -2.0% |
| YTD | -2.6% | +31.2% | -33.8% | -10.3% |
| 1Y | -8.7% | +72.9% | -81.6% | -21.7% |
| 3Y | -7.4% | +53.0% | -60.4% | -23.5% |
| 5Y | -5.7% | +34.2% | -39.8% | -22.0% |
| 10Y | +322.3% | +497.6% | -175.3% | +121.2% |
| All | +322.3% | +486.0% | -163.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling