-5.0%
CMG vs SPG
+103.4%
-108.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -2.2% | -1.6% | -2.9% |
| 30D | +12.9% | -5.8% | +18.7% | +15.8% |
| 3M | +18.8% | -2.8% | +21.6% | +19.9% |
| 6M | +4.1% | +8.9% | -4.8% | 0.0% |
| YTD | -2.4% | +14.3% | -16.6% | -8.1% |
| 1Y | -6.7% | +19.5% | -26.1% | -13.9% |
| 3Y | -7.1% | +106.9% | -114.0% | -33.7% |
| 5Y | -5.0% | +108.7% | -113.7% | -36.1% |
| All | -5.0% | +103.4% | -108.3% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling