+47.6%
F vs CMG
-5.1%
+52.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +5.3% | -2.8% | +8.1% | +5.8% |
| 30D | +4.6% | +7.1% | -2.5% | +3.4% |
| 3M | -3.7% | +31.2% | -34.8% | -8.9% |
| 6M | +16.8% | +0.7% | +16.1% | +16.0% |
| YTD | +15.3% | -0.1% | +15.4% | +14.5% |
| 1Y | +31.0% | -10.7% | +41.8% | +32.0% |
| All | +47.6% | -5.1% | +52.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling