+483.6%
CMG vs SPOT
+227.0%
+256.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +7.1% | +12.5% | -5.4% | +3.7% |
| 3M | +31.2% | +9.9% | +21.3% | +27.7% |
| 6M | +0.7% | +1.6% | -0.9% | -0.8% |
| YTD | -0.1% | -6.6% | +6.5% | -0.3% |
| 1Y | -10.7% | -22.9% | +12.2% | -6.5% |
| 3Y | -4.7% | +244.3% | -248.9% | -36.4% |
| 5Y | -3.8% | +117.8% | -121.6% | -32.9% |
| All | +483.6% | +227.0% | +256.6% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling