+10.9%
CMG vs SM
+70.4%
-59.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -15.3% | +21.1% | +4.4% |
| 7D | +22.5% | -21.5% | +44.0% | +20.3% |
| 30D | +14.1% | -11.4% | +25.5% | +12.9% |
| 3M | +4.1% | +0.6% | +3.5% | +4.5% |
| 6M | +10.1% | +0.2% | +9.8% | +10.6% |
| YTD | -4.9% | +69.7% | -74.5% | -5.7% |
| 1Y | +10.9% | +71.6% | -60.7% | +9.9% |
| All | +10.9% | +70.4% | -59.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling