-7.8%
CMG vs SN
+447.8%
-455.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.1% | -7.3% | +5.2% | -0.7% |
| 30D | +10.9% | -13.6% | +24.5% | +13.8% |
| 3M | +15.8% | +18.6% | -2.8% | +11.8% |
| 6M | +6.9% | +46.0% | -39.0% | -1.2% |
| YTD | -2.2% | +43.7% | -45.9% | -9.6% |
| 1Y | -7.1% | +39.2% | -46.3% | -14.2% |
| 3Y | -7.1% | +306.5% | -313.6% | -21.5% |
| All | -7.8% | +447.8% | -455.6% | -22.1% |
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