+3,909.1%
CMG vs SO
+557.7%
+3,351.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +15.6% | +4.7% | +10.9% | +13.9% |
| 3M | +8.2% | +1.7% | +6.5% | +7.5% |
| 6M | +9.9% | +2.2% | +7.7% | +8.9% |
| YTD | -4.6% | +10.0% | -14.6% | -8.0% |
| 1Y | +12.4% | +6.0% | +6.4% | +9.7% |
| 3Y | -18.0% | +54.1% | -72.1% | -30.6% |
| 5Y | -5.3% | +79.6% | -85.0% | -25.3% |
| 10Y | +344.2% | +195.5% | +148.7% | +168.0% |
| All | +3,909.1% | +557.7% | +3,351.4% | +1,340.7% |
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