-5.0%
CMG vs FIVE
+59.0%
-64.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.5% | +3.7% | -5.1% | -2.1% |
| 30D | +12.7% | +4.0% | +8.7% | +11.9% |
| 3M | +26.3% | +36.2% | -10.0% | +19.5% |
| 6M | +4.5% | +18.0% | -13.5% | +0.8% |
| YTD | -0.1% | +34.9% | -35.0% | -5.6% |
| 1Y | -6.8% | +67.9% | -74.7% | -14.9% |
| 3Y | -5.0% | +57.3% | -62.3% | -21.7% |
| All | -5.0% | +59.0% | -64.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling