+357.6%
CMG vs FIVE
+868.1%
-510.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.8% |
| 7D | -2.8% | +4.3% | -7.1% | -3.8% |
| 30D | +7.1% | +12.5% | -5.4% | +4.1% |
| 3M | +31.2% | +31.2% | -0.1% | +22.9% |
| 6M | +0.7% | +14.4% | -13.7% | -3.3% |
| YTD | -0.1% | +33.9% | -34.0% | -7.5% |
| 1Y | -10.7% | +65.1% | -75.8% | -21.3% |
| 3Y | -4.7% | +49.0% | -53.6% | -19.1% |
| 5Y | -3.8% | +30.3% | -34.0% | -18.1% |
| 10Y | +352.5% | +481.1% | -128.6% | +175.5% |
| All | +357.6% | +868.1% | -510.6% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling