+283.4%
CMG vs FND
+58.4%
+225.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.2% |
| 7D | -1.5% | +0.4% | -1.8% | -1.7% |
| 30D | +12.7% | -23.6% | +36.3% | +20.9% |
| 3M | +26.3% | +4.3% | +21.9% | +23.3% |
| 6M | +4.5% | -20.3% | +24.8% | +9.2% |
| YTD | -0.1% | -21.3% | +21.2% | +4.4% |
| 1Y | -6.8% | -45.4% | +38.6% | +7.5% |
| 3Y | -5.0% | -48.9% | +43.9% | +6.3% |
| 5Y | -3.0% | -61.0% | +58.0% | +11.4% |
| All | +283.4% | +58.4% | +225.0% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling