+366.2%
CMG vs FTV
+89.3%
+276.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | +12.7% | -8.3% | +21.0% | +16.9% |
| 3M | +26.3% | -7.4% | +33.7% | +29.5% |
| 6M | +4.5% | -1.2% | +5.7% | +3.8% |
| YTD | -0.1% | +2.7% | -2.8% | -2.8% |
| 1Y | -6.8% | +18.4% | -25.2% | -15.3% |
| 3Y | -5.0% | -2.0% | -3.0% | -7.5% |
| 5Y | -3.0% | +3.4% | -6.4% | -9.4% |
| 10Y | +323.6% | +78.5% | +245.1% | +210.8% |
| All | +366.2% | +89.3% | +276.9% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling