+46.5%
F vs CMG
-3.5%
+50.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | -1.5% | +2.6% | +1.5% |
| 30D | +1.2% | +12.7% | -11.5% | -2.3% |
| 3M | -5.7% | +26.3% | -31.9% | -13.3% |
| 6M | +17.9% | +4.5% | +13.4% | +14.7% |
| YTD | +10.4% | -0.1% | +10.5% | +8.7% |
| 1Y | +25.3% | -6.8% | +32.1% | +24.9% |
| 3Y | +37.5% | -5.0% | +42.4% | +26.1% |
| 5Y | +46.5% | -3.0% | +49.5% | +20.0% |
| All | +46.5% | -3.5% | +50.0% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling