+325.9%
CMG vs SPG
+113.9%
+212.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +2.0% | +0.5% | +1.9% |
| 30D | +15.6% | +17.2% | -1.7% | +10.7% |
| 3M | +8.2% | +6.3% | +1.9% | +6.4% |
| 6M | +9.9% | +18.7% | -8.8% | +4.7% |
| YTD | -4.6% | +30.1% | -34.7% | -11.3% |
| 1Y | +12.4% | +32.8% | -20.3% | +4.0% |
| 3Y | -18.0% | +133.6% | -151.5% | -35.1% |
| 5Y | -5.3% | +84.4% | -89.7% | -21.8% |
| All | +325.9% | +113.9% | +212.0% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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