-5.7%
CMG vs SAN
+384.1%
-389.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +12.1% | -0.1% | +12.2% | +12.1% |
| 3M | +20.6% | +19.6% | +0.9% | +14.8% |
| 6M | +2.1% | +32.7% | -30.6% | -5.8% |
| YTD | -2.6% | +26.7% | -29.3% | -9.4% |
| 1Y | -8.7% | +51.6% | -60.3% | -19.0% |
| 3Y | -7.4% | +348.7% | -356.1% | -39.6% |
| 5Y | -5.7% | +378.7% | -384.4% | -44.8% |
| All | -5.7% | +384.1% | -389.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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