+140.9%
CMG vs SPMO
+575.0%
-434.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -6.5% | +2.7% | -9.2% | -8.1% |
| 30D | +12.1% | +1.1% | +11.0% | +11.1% |
| 3M | +20.6% | +2.0% | +18.5% | +16.7% |
| 6M | +2.1% | +26.5% | -24.4% | -16.7% |
| YTD | -2.6% | +26.5% | -29.1% | -20.6% |
| 1Y | -8.7% | +27.9% | -36.6% | -26.1% |
| 3Y | -7.4% | +160.4% | -167.8% | -56.8% |
| 5Y | -5.7% | +151.5% | -157.2% | -54.8% |
| 10Y | +322.3% | +526.3% | -204.0% | +30.8% |
| All | +140.9% | +575.0% | -434.1% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling