+12.3%
CMG vs FN
-21.9%
+34.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -4.2% |
| 7D | -0.6% | +20.8% | -21.4% | +0.3% |
| 30D | +15.9% | -17.3% | +33.2% | +15.2% |
| 3M | +7.8% | -38.1% | +45.9% | +6.3% |
| 6M | +7.7% | -44.2% | +51.9% | +6.5% |
| YTD | -4.9% | -22.3% | +17.3% | -6.5% |
| 1Y | +12.3% | -20.9% | +33.2% | +8.1% |
| All | +12.3% | -21.9% | +34.2% | +8.1% |
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