-3.1%
CMG vs SNY
+9.4%
-12.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -3.3% | +1.3% | -1.7% |
| 30D | +10.9% | -2.2% | +13.1% | +11.2% |
| 3M | +15.8% | -3.0% | +18.9% | +16.1% |
| 6M | +6.9% | +2.7% | +4.2% | +6.4% |
| YTD | -2.2% | -6.8% | +4.7% | -1.6% |
| 1Y | -7.1% | -5.3% | -1.8% | -6.7% |
| 3Y | -7.1% | -9.8% | +2.7% | -7.2% |
| All | -3.1% | +9.4% | -12.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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