-5.7%
CMG vs SE
-66.7%
+61.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.8% |
| 7D | -6.5% | -3.6% | -2.8% | -5.9% |
| 30D | +12.1% | -5.3% | +17.4% | +12.7% |
| 3M | +20.6% | +28.1% | -7.5% | +15.0% |
| 6M | +2.1% | +20.7% | -18.6% | -2.1% |
| YTD | -2.6% | -14.8% | +12.2% | -1.6% |
| 1Y | -8.7% | -43.6% | +34.9% | -1.4% |
| 3Y | -7.4% | +184.2% | -191.6% | -26.9% |
| 5Y | -5.7% | -66.3% | +60.6% | +7.5% |
| All | -5.7% | -66.7% | +61.0% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling