+1,072.4%
CMG vs FN
+2,887.5%
-1,815.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -4.1% |
| 7D | +8.0% | 0.0% | +8.0% | +7.4% |
| 30D | +11.9% | -34.3% | +46.2% | +16.9% |
| 3M | +2.1% | -39.9% | +42.0% | +7.2% |
| 6M | +5.2% | -51.8% | +57.0% | +11.8% |
| YTD | -6.9% | -28.1% | +21.2% | -8.2% |
| 1Y | +12.7% | -29.1% | +41.7% | +10.8% |
| 3Y | -16.8% | +102.4% | -119.2% | -33.8% |
| 5Y | -4.1% | +171.7% | -175.7% | -29.0% |
| 10Y | +364.7% | +773.5% | -408.8% | +184.3% |
| All | +1,072.4% | +2,887.5% | -1,815.1% | +513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling