+3,981.8%
CMG vs SO
+558.1%
+3,423.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +13.7% | +8.7% | +5.0% | +10.8% |
| 3M | +11.8% | +3.4% | +8.4% | +10.5% |
| 6M | +10.6% | +3.7% | +6.8% | +9.1% |
| YTD | -2.9% | +10.0% | -13.0% | -6.4% |
| 1Y | +17.8% | +6.6% | +11.3% | +14.8% |
| 3Y | -15.3% | +52.5% | -67.8% | -28.0% |
| 5Y | -0.9% | +76.1% | -76.9% | -21.2% |
| 10Y | +358.4% | +194.9% | +163.5% | +176.8% |
| All | +3,981.8% | +558.1% | +3,423.7% | +1,366.4% |
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