-7.3%
CMG vs SMR
+71.3%
-78.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.8% | +0.4% |
| 7D | -3.8% | +4.7% | -8.6% | -4.0% |
| 30D | +12.9% | +3.2% | +9.7% | +12.7% |
| 3M | +18.8% | +9.9% | +8.9% | +18.1% |
| 6M | +4.1% | -15.1% | +19.2% | +3.7% |
| YTD | -2.4% | -27.9% | +25.6% | -2.3% |
| 1Y | -6.7% | -70.2% | +63.6% | -4.9% |
| All | -7.3% | +71.3% | -78.6% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling