+443.2%
CMG vs SE
+363.8%
+79.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +15.6% | -20.9% | +36.5% | +20.1% |
| 3M | +8.2% | -38.9% | +47.1% | +17.2% |
| 6M | +9.9% | -19.4% | +29.3% | +12.8% |
| YTD | -4.6% | -40.9% | +36.3% | +2.3% |
| 1Y | +12.4% | -46.2% | +58.6% | +22.3% |
| 3Y | -18.0% | +63.7% | -81.7% | -28.7% |
| 5Y | -5.3% | -77.9% | +72.6% | +7.0% |
| All | +443.2% | +363.8% | +79.4% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling