-10.7%
CMG vs SMR
-76.3%
+65.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -2.8% | +4.4% | -7.2% | -3.0% |
| 30D | +7.1% | +3.4% | +3.7% | +6.8% |
| 3M | +31.2% | -19.2% | +50.3% | +31.3% |
| 6M | +0.7% | -22.6% | +23.3% | +0.2% |
| YTD | -0.1% | -31.5% | +31.4% | +0.5% |
| 1Y | -10.7% | -73.1% | +62.3% | -8.0% |
| All | -10.7% | -76.3% | +65.5% | -8.0% |
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