+471.6%
CMG vs SPOT
+216.9%
+254.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.3% |
| 30D | +10.9% | +7.4% | +3.5% | +8.8% |
| 3M | +15.8% | +8.2% | +7.7% | +13.2% |
| 6M | +6.9% | +2.2% | +4.7% | +5.2% |
| YTD | -2.2% | -9.5% | +7.3% | -1.6% |
| 1Y | -7.1% | -23.8% | +16.8% | -2.4% |
| 3Y | -7.1% | +233.5% | -240.6% | -37.6% |
| 5Y | -4.8% | +112.2% | -117.0% | -33.1% |
| All | +471.6% | +216.9% | +254.7% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling