+10.9%
CMG vs SMR
-87.0%
+97.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.3% | +6.1% |
| 7D | +22.5% | -9.5% | +32.0% | +23.2% |
| 30D | +14.1% | -33.2% | +47.3% | +16.6% |
| 3M | +4.1% | -45.9% | +50.0% | +7.2% |
| 6M | +10.1% | -57.9% | +68.0% | +13.5% |
| YTD | -4.9% | -63.8% | +58.9% | -0.6% |
| 1Y | +10.9% | -85.6% | +96.5% | +23.9% |
| All | +10.9% | -87.0% | +97.9% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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