+233.2%
CMG vs USFR
+27.6%
+205.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -6.5% | +0.1% | -6.5% | -6.5% |
| 30D | +12.1% | +0.3% | +11.8% | +11.9% |
| 3M | +20.6% | +1.0% | +19.6% | +19.9% |
| 6M | +2.1% | +1.9% | +0.2% | +0.9% |
| YTD | -2.6% | +2.7% | -5.3% | -4.1% |
| 1Y | -8.7% | +4.0% | -12.7% | -10.8% |
| 3Y | -7.4% | +14.0% | -21.4% | -14.6% |
| 5Y | -5.7% | +20.4% | -26.1% | -15.8% |
| 10Y | +322.3% | +28.0% | +294.3% | +265.1% |
| All | +233.2% | +27.6% | +205.7% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling