-5.0%
CMG vs SN
+430.5%
-435.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +12.7% | -5.6% | +18.3% | +13.9% |
| 3M | +26.3% | +48.1% | -21.8% | +15.5% |
| 6M | +4.5% | +57.6% | -53.1% | -6.2% |
| YTD | -0.1% | +56.5% | -56.6% | -10.5% |
| 1Y | -6.8% | +52.6% | -59.3% | -16.7% |
| 3Y | -5.0% | +412.0% | -417.0% | -24.0% |
| All | -5.0% | +430.5% | -435.4% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling