-6.7%
CMG vs SM
+51.5%
-58.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.8% | +2.1% | -6.0% | -3.7% |
| 30D | +12.9% | +18.1% | -5.2% | +13.8% |
| 3M | +18.8% | +17.0% | +1.8% | +19.8% |
| 6M | +4.1% | +55.4% | -51.4% | +3.3% |
| YTD | -2.4% | +108.6% | -110.9% | -6.0% |
| 1Y | -6.7% | +45.7% | -52.3% | -3.7% |
| All | -6.7% | +51.5% | -58.2% | -3.7% |
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