+10.9%
CMG vs SE
-48.0%
+58.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.5% | +1.4% | +5.3% |
| 7D | +22.5% | +6.7% | +15.9% | +21.6% |
| 30D | +14.1% | -17.2% | +31.3% | +16.1% |
| 3M | +4.1% | -28.0% | +32.1% | +7.2% |
| 6M | +10.1% | -6.1% | +16.2% | +9.2% |
| YTD | -4.9% | -37.1% | +32.3% | -2.7% |
| 1Y | +10.9% | -48.8% | +59.7% | +17.8% |
| All | +10.9% | -48.0% | +58.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling