-4.1%
CMG vs FN
+169.4%
-173.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.9% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +15.6% | -16.5% | +32.1% | +16.8% |
| 3M | +8.2% | -42.1% | +50.3% | +12.6% |
| 6M | +9.9% | -52.9% | +62.8% | +15.9% |
| YTD | -4.6% | -28.0% | +23.3% | -6.9% |
| 1Y | +12.4% | -18.5% | +30.9% | +7.1% |
| 3Y | -18.0% | +93.9% | -111.8% | -38.1% |
| All | -4.1% | +169.4% | -173.5% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling