+322.0%
CMG vs SU
+267.2%
+54.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | +2.2% | -4.3% | -2.4% |
| 30D | +10.9% | +8.4% | +2.5% | +9.3% |
| 3M | +15.8% | +12.1% | +3.8% | +13.3% |
| 6M | +6.9% | +19.7% | -12.7% | +2.9% |
| YTD | -2.2% | +58.4% | -60.6% | -10.8% |
| 1Y | -7.1% | +67.2% | -74.3% | -16.2% |
| 3Y | -7.1% | +125.0% | -132.2% | -22.0% |
| 5Y | -4.8% | +355.1% | -359.8% | -33.1% |
| All | +322.0% | +267.2% | +54.8% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling