-18.0%
CMG vs FN
+96.4%
-114.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +15.6% | -16.5% | +32.1% | +16.1% |
| 3M | +8.2% | -42.1% | +50.3% | +10.2% |
| 6M | +9.9% | -52.9% | +62.8% | +12.9% |
| YTD | -4.6% | -28.0% | +23.3% | -6.6% |
| 1Y | +12.4% | -18.5% | +30.9% | +8.3% |
| 3Y | -18.0% | +93.9% | -111.8% | -29.9% |
| All | -18.0% | +96.4% | -114.4% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling