-5.0%
CMG vs USFR
+20.4%
-25.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +12.9% | +0.3% | +12.6% | +12.4% |
| 3M | +18.8% | +1.0% | +17.8% | +17.6% |
| 6M | +4.1% | +1.9% | +2.1% | +2.6% |
| YTD | -2.4% | +2.7% | -5.0% | -4.2% |
| 1Y | -6.7% | +4.0% | -10.7% | -9.4% |
| 3Y | -7.1% | +14.1% | -21.2% | -17.2% |
| 5Y | -5.0% | +20.5% | -25.5% | -17.7% |
| All | -5.0% | +20.4% | -25.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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