+246.5%
F vs CMG
+4,006.7%
-3,760.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +5.3% | -2.8% | +8.1% | +6.3% |
| 30D | +4.6% | +7.1% | -2.5% | +2.1% |
| 3M | -3.7% | +31.2% | -34.8% | -13.2% |
| 6M | +16.8% | +0.7% | +16.1% | +14.5% |
| YTD | +15.3% | -0.1% | +15.4% | +13.0% |
| 1Y | +31.0% | -10.7% | +41.8% | +31.8% |
| 3Y | +45.4% | -4.7% | +50.1% | +38.3% |
| 5Y | +54.7% | -3.8% | +58.4% | +43.6% |
| 10Y | +98.2% | +352.5% | -254.3% | -0.7% |
| All | +246.5% | +4,006.7% | -3,760.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling