-6.3%
CMG vs FPS
+19.2%
-25.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.5% |
| 7D | -6.5% | +5.3% | -11.8% | -6.5% |
| 30D | +12.1% | -17.6% | +29.7% | +12.3% |
| 3M | +20.6% | -45.8% | +66.4% | +18.8% |
| 6M | +2.1% | -10.1% | +12.2% | -6.1% |
| All | -6.3% | +19.2% | -25.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 5y: compounded portfolio wealth divided by compounded FPS 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…
5y analysis · Full analysis span regression · 6 months rolling