-7.1%
CMG vs SPXS
-79.6%
+72.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.5% |
| 7D | -2.1% | +2.5% | -4.6% | -1.3% |
| 30D | +10.9% | +4.2% | +6.7% | +12.3% |
| 3M | +15.8% | -9.3% | +25.2% | +12.9% |
| 6M | +6.9% | -30.7% | +37.6% | -3.5% |
| YTD | -2.2% | -28.1% | +25.9% | -10.2% |
| 1Y | -7.1% | -35.1% | +28.0% | -16.5% |
| 3Y | -7.1% | -79.6% | +72.5% | -34.9% |
| All | -7.1% | -79.6% | +72.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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