+353.6%
CMG vs FIVE
+862.5%
-508.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +20.5% | +17.4% | +3.1% | +16.2% |
| 3M | +14.5% | +7.0% | +7.5% | +12.6% |
| 6M | +14.8% | +20.5% | -5.7% | +9.4% |
| YTD | -1.0% | +33.1% | -34.1% | -8.2% |
| 1Y | +22.9% | +67.1% | -44.2% | +8.3% |
| 3Y | -13.6% | +41.9% | -55.5% | -25.6% |
| 5Y | +0.9% | +21.1% | -20.2% | -12.6% |
| 10Y | +361.4% | +518.8% | -157.4% | +179.1% |
| All | +353.6% | +862.5% | -508.9% | +175.4% |
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