+12.4%
CMG vs SN
+141.7%
-129.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.4% |
| 7D | +2.5% | +1.5% | +0.9% | +2.1% |
| 30D | +15.6% | +21.5% | -5.9% | +10.7% |
| 3M | +8.2% | +20.0% | -11.9% | +3.6% |
| 6M | +9.9% | +119.9% | -110.1% | -9.3% |
| YTD | -4.6% | +102.3% | -107.0% | -20.9% |
| 1Y | +12.4% | +148.0% | -135.6% | -13.8% |
| All | +12.4% | +141.7% | -129.3% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling