+4,100.0%
CMG vs SO
+519.2%
+3,580.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | +7.1% | -4.6% | +11.7% | +8.6% |
| 3M | +31.2% | -3.0% | +34.2% | +32.2% |
| 6M | +0.7% | -8.3% | +8.9% | +3.1% |
| YTD | -0.1% | +3.5% | -3.6% | -1.8% |
| 1Y | -10.7% | -0.9% | -9.8% | -11.2% |
| 3Y | -4.7% | +45.4% | -50.0% | -17.9% |
| 5Y | -3.8% | +59.6% | -63.4% | -21.0% |
| 10Y | +352.5% | +156.6% | +195.9% | +190.0% |
| All | +4,100.0% | +519.2% | +3,580.8% | +1,438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling