-7.3%
CMG vs SRE
+29.3%
-36.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -3.8% | -0.7% | -3.2% | -3.8% |
| 30D | +12.9% | -1.7% | +14.6% | +13.0% |
| 3M | +18.8% | -7.1% | +25.8% | +19.5% |
| 6M | +4.1% | -8.4% | +12.4% | +4.8% |
| YTD | -2.4% | -3.5% | +1.2% | -2.4% |
| 1Y | -6.7% | +5.4% | -12.1% | -8.0% |
| All | -7.3% | +29.3% | -36.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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