+322.0%
CMG vs FTV
+80.7%
+241.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -0.3% |
| 30D | +10.9% | -11.0% | +21.9% | +16.6% |
| 3M | +15.8% | -8.4% | +24.2% | +19.5% |
| 6M | +6.9% | -2.6% | +9.5% | +6.8% |
| YTD | -2.2% | -0.6% | -1.5% | -3.5% |
| 1Y | -7.1% | +11.0% | -18.0% | -13.1% |
| 3Y | -7.1% | -6.3% | -0.8% | -7.8% |
| 5Y | -4.8% | -1.5% | -3.2% | -9.3% |
| All | +322.0% | +80.7% | +241.3% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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