-5.0%
CMG vs SO
+46.8%
-51.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.4% |
| 30D | +12.7% | -3.2% | +15.9% | +12.6% |
| 3M | +26.3% | -1.7% | +28.0% | +26.1% |
| 6M | +4.5% | -7.2% | +11.7% | +4.2% |
| YTD | -0.1% | +4.6% | -4.7% | 0.0% |
| 1Y | -6.8% | +1.2% | -8.0% | -6.9% |
| 3Y | -5.0% | +45.3% | -50.3% | -3.8% |
| All | -5.0% | +46.8% | -51.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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