+1,158.5%
CMG vs FN
+3,620.5%
-2,462.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | +7.1% | -22.0% | +29.1% | +10.0% |
| 3M | +31.2% | -43.0% | +74.2% | +38.8% |
| 6M | +0.7% | -27.7% | +28.4% | +1.7% |
| YTD | -0.1% | -10.5% | +10.4% | -3.0% |
| 1Y | -10.7% | +12.5% | -23.2% | -16.9% |
| 3Y | -4.7% | +153.8% | -158.5% | -25.6% |
| 5Y | -3.8% | +288.0% | -291.8% | -31.5% |
| 10Y | +352.5% | +906.4% | -553.9% | +174.4% |
| All | +1,158.5% | +3,620.5% | -2,462.0% | +547.8% |
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