-10.7%
CMG vs FLR
+31.2%
-42.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -2.8% | +5.4% | -8.2% | -3.2% |
| 30D | +7.1% | +11.4% | -4.3% | +6.1% |
| 3M | +31.2% | +11.4% | +19.8% | +29.0% |
| 6M | +0.7% | +16.6% | -16.0% | -2.7% |
| YTD | -0.1% | +41.7% | -41.8% | -7.7% |
| 1Y | -10.7% | +35.4% | -46.2% | -15.9% |
| All | -10.7% | +31.2% | -42.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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