-6.9%
CMG vs SN
+47.2%
-54.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.6% |
| 7D | -6.5% | -3.4% | -3.1% | -5.6% |
| 30D | +12.1% | -9.1% | +21.2% | +14.8% |
| 3M | +20.6% | +31.8% | -11.2% | +10.4% |
| 6M | +2.1% | +52.0% | -49.9% | -10.9% |
| YTD | -2.6% | +51.3% | -53.9% | -16.4% |
| All | -6.9% | +47.2% | -54.1% | -24.6% |
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