-5.7%
CMG vs SPOT
+111.4%
-117.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -6.5% | -6.5% | 0.0% | -4.8% |
| 30D | +12.1% | +2.2% | +9.9% | +11.3% |
| 3M | +20.6% | +5.4% | +15.2% | +18.5% |
| 6M | +2.1% | -4.0% | +6.1% | +2.1% |
| YTD | -2.6% | -9.9% | +7.3% | -1.7% |
| 1Y | -8.7% | -27.3% | +18.6% | -2.1% |
| 3Y | -7.4% | +236.4% | -243.8% | -41.8% |
| 5Y | -5.7% | +112.6% | -118.3% | -38.5% |
| All | -5.7% | +111.4% | -117.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling