+344.7%
CMG vs FIVE
+873.2%
-528.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.0% | +7.3% | +0.7% | +6.2% |
| 30D | +13.7% | +18.1% | -4.4% | +9.5% |
| 3M | +11.8% | +7.7% | +4.0% | +9.8% |
| 6M | +10.6% | +13.6% | -3.1% | +6.7% |
| YTD | -2.9% | +34.6% | -37.5% | -10.2% |
| 1Y | +17.8% | +66.2% | -48.4% | +3.9% |
| 3Y | -15.3% | +43.5% | -58.8% | -27.3% |
| 5Y | -0.9% | +20.7% | -21.5% | -14.1% |
| 10Y | +358.4% | +541.5% | -183.1% | +175.7% |
| All | +344.7% | +873.2% | -528.5% | +169.3% |
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