+12.4%
CMG vs FN
-25.5%
+37.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | 0.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +15.6% | -16.5% | +32.1% | +15.0% |
| 3M | +8.2% | -42.1% | +50.3% | +6.5% |
| 6M | +9.9% | -52.9% | +62.8% | +8.7% |
| YTD | -4.6% | -28.0% | +23.3% | -6.5% |
| 1Y | +12.4% | -18.5% | +30.9% | +10.4% |
| All | +12.4% | -25.5% | +37.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling