+441.5%
CMG vs SE
+358.6%
+82.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -0.6% | -1.5% | +0.8% | -0.4% |
| 30D | +15.9% | -22.3% | +38.2% | +20.7% |
| 3M | +7.8% | -41.8% | +49.6% | +17.7% |
| 6M | +7.7% | -22.4% | +30.0% | +11.2% |
| YTD | -4.9% | -41.6% | +36.6% | +2.2% |
| 1Y | +12.3% | -48.0% | +60.3% | +22.9% |
| 3Y | -17.1% | +63.9% | -80.9% | -27.9% |
| 5Y | -5.6% | -78.2% | +72.6% | +6.9% |
| All | +441.5% | +358.6% | +82.9% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling