+275.5%
CMG vs FND
+56.5%
+219.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -2.1% | -5.8% | +3.7% | -0.5% |
| 30D | +10.9% | -20.2% | +31.1% | +17.7% |
| 3M | +15.8% | -12.0% | +27.8% | +18.7% |
| 6M | +6.9% | -18.5% | +25.4% | +11.0% |
| YTD | -2.2% | -22.3% | +20.1% | +2.6% |
| 1Y | -7.1% | -47.6% | +40.6% | +8.5% |
| 3Y | -7.1% | -49.8% | +42.6% | +4.5% |
| 5Y | -4.8% | -63.0% | +58.2% | +10.8% |
| All | +275.5% | +56.5% | +219.0% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling