-8.2%
CMG vs SN
+476.8%
-485.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | -6.5% | -3.4% | -3.1% | -5.9% |
| 30D | +12.1% | -9.1% | +21.2% | +14.0% |
| 3M | +20.6% | +31.8% | -11.2% | +14.1% |
| 6M | +2.1% | +52.0% | -49.9% | -6.3% |
| YTD | -2.6% | +51.3% | -53.9% | -10.9% |
| 1Y | -8.7% | +46.9% | -55.6% | -16.5% |
| 3Y | -7.4% | +394.9% | -402.3% | -22.7% |
| All | -8.2% | +476.8% | -485.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling