-5.7%
CMG vs SO
+57.7%
-63.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +12.1% | -2.5% | +14.6% | +12.3% |
| 3M | +20.6% | -4.2% | +24.8% | +21.0% |
| 6M | +2.1% | -7.7% | +9.8% | +2.8% |
| YTD | -2.6% | +3.8% | -6.4% | -3.3% |
| 1Y | -8.7% | +0.1% | -8.7% | -9.1% |
| 3Y | -7.4% | +44.2% | -51.6% | -13.7% |
| 5Y | -5.7% | +57.9% | -63.5% | -12.5% |
| All | -5.7% | +57.7% | -63.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling