+325.9%
CMG vs SM
+18.0%
+307.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +9.4% | -6.9% | +1.7% |
| 30D | +15.6% | -14.4% | +30.0% | +16.6% |
| 3M | +8.2% | +1.6% | +6.6% | +7.6% |
| 6M | +9.9% | +6.3% | +3.5% | +8.4% |
| YTD | -4.6% | +78.8% | -83.4% | -10.5% |
| 1Y | +12.4% | +83.1% | -70.7% | +5.3% |
| 3Y | -18.0% | -5.9% | -12.1% | -20.2% |
| 5Y | -5.3% | +4.8% | -10.1% | -10.4% |
| All | +325.9% | +18.0% | +307.9% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling