+4,100.0%
CMG vs FLR
+58.4%
+4,041.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.5% | +0.7% | -2.1% | -1.6% |
| 30D | +12.7% | -0.7% | +13.4% | +12.7% |
| 3M | +26.3% | +14.3% | +11.9% | +21.3% |
| 6M | +4.5% | +25.6% | -21.1% | -2.5% |
| YTD | -0.1% | +42.9% | -43.0% | -9.6% |
| 1Y | -6.8% | +38.7% | -45.5% | -15.5% |
| 3Y | -5.0% | +61.8% | -66.8% | -20.2% |
| 5Y | -3.0% | +254.1% | -257.1% | -34.6% |
| 10Y | +323.6% | +20.0% | +303.5% | +194.8% |
| All | +4,100.0% | +58.4% | +4,041.6% | +1,897.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling