-8.7%
CMG vs FIVE
+64.7%
-73.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.6% |
| 7D | -6.5% | +1.7% | -8.1% | -7.0% |
| 30D | +12.1% | +5.0% | +7.1% | +10.2% |
| 3M | +20.6% | +29.5% | -8.9% | +10.1% |
| 6M | +2.1% | +12.4% | -10.3% | -4.0% |
| YTD | -2.6% | +31.2% | -33.8% | -14.8% |
| 1Y | -8.7% | +72.9% | -81.6% | -28.0% |
| All | -8.7% | +64.7% | -73.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling