+1,097.6%
CMG vs FN
+3,131.3%
-2,033.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.5% |
| 7D | -0.6% | +20.8% | -21.4% | -3.1% |
| 30D | +15.9% | -17.3% | +33.2% | +17.7% |
| 3M | +7.8% | -38.1% | +45.9% | +12.8% |
| 6M | +7.7% | -44.2% | +51.9% | +12.3% |
| YTD | -4.9% | -22.3% | +17.3% | -7.1% |
| 1Y | +12.3% | -20.9% | +33.2% | +8.9% |
| 3Y | -17.1% | +111.1% | -128.1% | -34.3% |
| 5Y | -5.6% | +191.8% | -197.4% | -30.8% |
| 10Y | +342.9% | +767.4% | -424.6% | +171.0% |
| All | +1,097.6% | +3,131.3% | -2,033.8% | +520.5% |
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