-10.4%
CMG vs SN
+650.0%
-660.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.4% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +15.9% | +16.6% | -0.7% | +12.6% |
| 3M | +7.8% | +18.3% | -10.5% | +4.2% |
| 6M | +7.7% | +103.1% | -95.4% | -6.3% |
| YTD | -4.9% | +96.7% | -101.7% | -17.2% |
| 1Y | +12.3% | +134.3% | -122.0% | -5.5% |
| 3Y | -17.1% | +425.2% | -442.3% | -33.9% |
| All | -10.4% | +650.0% | -660.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling