-18.0%
CMG vs SM
-3.9%
-14.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +9.4% | -6.9% | +2.0% |
| 30D | +15.6% | -14.4% | +30.0% | +16.3% |
| 3M | +8.2% | +1.6% | +6.6% | +7.5% |
| 6M | +9.9% | +6.3% | +3.5% | +8.4% |
| YTD | -4.6% | +78.8% | -83.4% | -12.5% |
| 1Y | +12.4% | +83.1% | -70.7% | +2.7% |
| 3Y | -18.0% | -5.9% | -12.1% | -18.4% |
| All | -18.0% | -3.9% | -14.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling