+7.7%
CMG vs SE
-21.3%
+29.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -0.6% | -1.5% | +0.8% | -0.5% |
| 30D | +15.9% | -22.3% | +38.2% | +17.2% |
| 3M | +7.8% | -41.8% | +49.6% | +10.2% |
| 6M | +7.7% | -22.4% | +30.0% | +6.7% |
| All | +7.7% | -21.3% | +29.0% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling