+4,326.3%
CMG vs SPXS
-100.0%
+4,426.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.1% |
| 7D | -6.5% | +1.2% | -7.7% | -6.1% |
| 30D | +12.1% | +5.2% | +6.9% | +13.9% |
| 3M | +20.6% | -9.2% | +29.7% | +17.5% |
| 6M | +2.1% | -29.6% | +31.7% | -7.3% |
| YTD | -2.6% | -27.6% | +25.0% | -10.3% |
| 1Y | -8.7% | -36.7% | +28.0% | -18.6% |
| 3Y | -7.4% | -79.8% | +72.5% | -36.5% |
| 5Y | -5.7% | -85.9% | +80.2% | -32.5% |
| 10Y | +322.3% | -99.5% | +421.9% | +46.3% |
| All | +4,326.3% | -100.0% | +4,426.3% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling