+322.0%
CMG vs FLR
+19.7%
+302.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -2.1% | -3.5% | +1.4% | -1.5% |
| 30D | +10.9% | +4.2% | +6.7% | +10.1% |
| 3M | +15.8% | +8.1% | +7.8% | +13.7% |
| 6M | +6.9% | +21.5% | -14.6% | +2.4% |
| YTD | -2.2% | +36.8% | -38.9% | -8.1% |
| 1Y | -7.1% | +31.2% | -38.3% | -12.4% |
| 3Y | -7.1% | +53.9% | -61.0% | -16.9% |
| 5Y | -4.8% | +243.0% | -247.8% | -26.1% |
| All | +322.0% | +19.7% | +302.3% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling