+194.8%
SNXX vs CMG
+4.2%
+190.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | -12.0% | -2.1% | -10.0% | -11.5% |
| 30D | +37.9% | +10.9% | +27.0% | +31.2% |
| 3M | -52.7% | +15.8% | -68.5% | -52.8% |
| 6M | +194.8% | +6.9% | +187.8% | +204.4% |
| All | +194.8% | +4.2% | +190.6% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 6mo: compounded portfolio wealth divided by compounded CMG 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…
6mo analysis · Full analysis span regression · 6 months rolling