+4,100.0%
CMG vs SRE
+598.9%
+3,501.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +12.7% | +1.9% | +10.8% | +11.6% |
| 3M | +26.3% | -3.3% | +29.6% | +27.3% |
| 6M | +4.5% | -6.4% | +10.9% | +6.3% |
| YTD | -0.1% | -1.8% | +1.7% | -0.4% |
| 1Y | -6.8% | +10.7% | -17.5% | -11.4% |
| 3Y | -5.0% | +31.8% | -36.8% | -18.1% |
| 5Y | -3.0% | +49.2% | -52.2% | -21.7% |
| 10Y | +323.6% | +118.5% | +205.0% | +172.3% |
| All | +4,100.0% | +598.9% | +3,501.1% | +1,437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling