-7.1%
CMG vs FTI
+89.7%
-96.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -2.5% |
| 30D | +10.9% | +1.5% | +9.4% | +11.1% |
| 3M | +15.8% | +8.2% | +7.6% | +17.3% |
| 6M | +6.9% | +18.8% | -11.9% | +6.2% |
| YTD | -2.2% | +71.7% | -73.8% | -4.7% |
| 1Y | -7.1% | +90.0% | -97.1% | -10.2% |
| All | -7.1% | +89.7% | -96.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling