+456.3%
CMG vs SE
+562.7%
-106.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -3.8% | -4.8% | +1.0% | -3.0% |
| 30D | +12.9% | -18.1% | +31.0% | +16.6% |
| 3M | +18.8% | +30.6% | -11.9% | +12.8% |
| 6M | +4.1% | +20.8% | -16.7% | -0.3% |
| YTD | -2.4% | -15.6% | +13.2% | -1.2% |
| 1Y | -6.7% | -44.2% | +37.5% | +1.0% |
| 3Y | -7.1% | +181.5% | -188.7% | -26.7% |
| 5Y | -5.0% | -66.9% | +61.9% | +0.3% |
| All | +456.3% | +562.7% | -106.5% | +330.0% |
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