+31.0%
CMS vs FGI
-70.3%
+101.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -11.6% | +13.3% | +1.6% |
| 30D | +8.6% | -3.3% | +11.9% | +8.6% |
| 3M | -0.5% | +65.6% | -66.1% | 0.0% |
| 6M | -4.2% | -2.8% | -1.4% | -4.0% |
| YTD | +3.4% | +30.1% | -26.7% | +4.3% |
| 1Y | +0.4% | +50.2% | -49.7% | +1.5% |
| 3Y | +38.2% | -0.4% | +38.6% | +40.9% |
| All | +31.0% | -70.3% | +101.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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