-7.1%
CMG vs SPOT
-25.0%
+17.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.7% |
| 30D | +10.9% | +7.4% | +3.5% | +10.0% |
| 3M | +15.8% | +8.2% | +7.7% | +14.7% |
| 6M | +6.9% | +2.2% | +4.7% | +5.9% |
| YTD | -2.2% | -9.5% | +7.3% | -1.5% |
| 1Y | -7.1% | -23.8% | +16.8% | -3.2% |
| All | -7.1% | -25.0% | +17.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling