+383.6%
CMG vs FN
+837.6%
-454.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.9% | -8.1% | +2.4% |
| 7D | +8.6% | +16.3% | -7.7% | +6.0% |
| 30D | +13.1% | -24.7% | +37.9% | +16.4% |
| 3M | +9.0% | -34.9% | +43.9% | +13.6% |
| 6M | +10.0% | -41.1% | +51.1% | +14.2% |
| YTD | -3.4% | -19.6% | +16.2% | -6.7% |
| 1Y | +16.8% | -18.5% | +35.4% | +11.9% |
| 3Y | -14.7% | +119.1% | -133.8% | -36.7% |
| 5Y | -1.5% | +206.9% | -208.5% | -34.9% |
| 10Y | +383.6% | +826.4% | -442.8% | +162.2% |
| All | +383.6% | +837.6% | -454.0% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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