+4,005.7%
CMG vs SU
+210.0%
+3,795.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.2% |
| 30D | +12.9% | +9.6% | +3.3% | +10.7% |
| 3M | +18.8% | +11.7% | +7.0% | +15.8% |
| 6M | +4.1% | +21.9% | -17.9% | -0.9% |
| YTD | -2.4% | +58.6% | -61.0% | -12.2% |
| 1Y | -6.7% | +66.5% | -73.2% | -17.0% |
| 3Y | -7.1% | +121.4% | -128.6% | -23.6% |
| 5Y | -5.0% | +355.7% | -360.7% | -35.5% |
| 10Y | +323.5% | +264.2% | +59.3% | +179.4% |
| All | +4,005.7% | +210.0% | +3,795.6% | +1,968.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling