-4.4%
CMG vs FN
+170.4%
-174.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -3.7% |
| 7D | +8.0% | 0.0% | +8.0% | +7.6% |
| 30D | +11.9% | -34.3% | +46.2% | +15.5% |
| 3M | +2.1% | -39.9% | +42.0% | +5.9% |
| 6M | +5.2% | -51.8% | +57.0% | +10.5% |
| YTD | -6.9% | -28.1% | +21.2% | -9.1% |
| 1Y | +12.7% | -29.1% | +41.7% | +9.6% |
| 3Y | -16.8% | +102.4% | -119.2% | -38.0% |
| All | -4.4% | +170.4% | -174.7% | -41.3% |
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