-4.1%
CMG vs SM
+5.5%
-9.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +9.4% | -6.9% | +1.6% |
| 30D | +15.6% | -14.4% | +30.0% | +16.8% |
| 3M | +8.2% | +1.6% | +6.6% | +7.3% |
| 6M | +9.9% | +6.3% | +3.5% | +7.8% |
| YTD | -4.6% | +78.8% | -83.4% | -13.3% |
| 1Y | +12.4% | +83.1% | -70.7% | +1.7% |
| 3Y | -18.0% | -5.9% | -12.1% | -21.6% |
| All | -4.1% | +5.5% | -9.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling