-7.1%
CMG vs FTI
+267.9%
-275.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.1% | -4.4% | +2.3% | -1.7% |
| 30D | +10.9% | +1.5% | +9.4% | +10.8% |
| 3M | +15.8% | +8.2% | +7.6% | +15.0% |
| 6M | +6.9% | +18.8% | -11.9% | +4.5% |
| YTD | -2.2% | +71.7% | -73.8% | -8.8% |
| 1Y | -7.1% | +90.0% | -97.1% | -14.5% |
| 3Y | -7.1% | +270.5% | -277.6% | -21.1% |
| All | -7.1% | +267.9% | -275.0% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling