+358.4%
CMG vs FN
+772.0%
-413.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.1% |
| 7D | +8.0% | -4.1% | +12.1% | +8.1% |
| 30D | +13.7% | -28.3% | +42.0% | +17.7% |
| 3M | +11.8% | -33.9% | +45.6% | +16.1% |
| 6M | +10.6% | -43.9% | +54.5% | +15.4% |
| YTD | -2.9% | -23.4% | +20.5% | -5.7% |
| 1Y | +17.8% | -25.4% | +43.3% | +14.3% |
| 3Y | -15.3% | +107.9% | -123.2% | -36.8% |
| 5Y | -0.9% | +195.1% | -196.0% | -34.3% |
| 10Y | +358.4% | +794.1% | -435.7% | +148.5% |
| All | +358.4% | +772.0% | -413.6% | +148.5% |
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