+322.0%
CMG vs FN
+954.1%
-632.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -2.1% | +1.8% | -3.8% | -2.3% |
| 30D | +10.9% | -27.5% | +38.4% | +15.3% |
| 3M | +15.8% | -28.8% | +44.6% | +19.4% |
| 6M | +6.9% | -20.9% | +27.9% | +6.4% |
| YTD | -2.2% | -8.9% | +6.8% | -6.0% |
| 1Y | -7.1% | +14.5% | -21.6% | -15.0% |
| 3Y | -7.1% | +172.6% | -179.8% | -32.9% |
| 5Y | -4.8% | +300.6% | -305.4% | -39.1% |
| All | +322.0% | +954.1% | -632.1% | +135.2% |
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