+483.6%
CMG vs SPOT
+218.6%
+264.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | +12.7% | +8.3% | +4.4% | +10.2% |
| 3M | +26.3% | +5.1% | +21.2% | +24.3% |
| 6M | +4.5% | -6.5% | +11.0% | +5.2% |
| YTD | -0.1% | -9.0% | +8.9% | +0.4% |
| 1Y | -6.8% | -26.4% | +19.6% | -1.2% |
| 3Y | -5.0% | +240.0% | -245.0% | -36.5% |
| 5Y | -3.0% | +111.7% | -114.8% | -31.9% |
| All | +483.6% | +218.6% | +264.9% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling