-18.2%
CMG vs SPOT
+252.1%
-270.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.7% |
| 7D | -0.6% | -2.6% | +1.9% | -0.1% |
| 30D | +15.9% | +13.5% | +2.4% | +13.1% |
| 3M | +7.8% | +22.2% | -14.5% | +3.6% |
| 6M | +7.7% | +38.3% | -30.7% | +0.9% |
| YTD | -4.9% | +3.1% | -8.0% | -6.3% |
| 1Y | +12.3% | -7.6% | +19.9% | +13.3% |
| All | -18.2% | +252.1% | -270.3% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling