+84.1%
F vs CMG
+314.3%
-230.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.3% |
| 7D | -4.9% | -6.5% | +1.6% | -3.2% |
| 30D | -2.9% | +12.1% | -15.0% | -5.9% |
| 3M | -9.1% | +20.6% | -29.6% | -14.6% |
| 6M | +12.9% | +2.1% | +10.8% | +10.8% |
| YTD | +6.1% | -2.6% | +8.7% | +5.2% |
| 1Y | +22.5% | -8.7% | +31.2% | +22.6% |
| 3Y | +32.1% | -7.4% | +39.4% | +27.5% |
| 5Y | +43.7% | -5.7% | +49.4% | +33.5% |
| 10Y | +84.1% | +322.3% | -238.2% | +18.1% |
| All | +84.1% | +314.3% | -230.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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