+322.0%
CMG vs SPMO
+517.6%
-195.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -2.1% | -0.9% | -1.1% | -1.5% |
| 30D | +10.9% | -1.9% | +12.8% | +12.1% |
| 3M | +15.8% | -1.4% | +17.2% | +14.8% |
| 6M | +6.9% | +25.5% | -18.5% | -12.8% |
| YTD | -2.2% | +24.8% | -27.0% | -19.9% |
| 1Y | -7.1% | +24.5% | -31.6% | -23.8% |
| 3Y | -7.1% | +157.1% | -164.3% | -57.2% |
| 5Y | -4.8% | +149.5% | -154.3% | -55.1% |
| All | +322.0% | +517.6% | -195.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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