-10.7%
CMG vs SPXU
-40.4%
+29.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +7.1% | +0.8% | +6.3% | +7.4% |
| 3M | +31.2% | -4.7% | +35.9% | +29.8% |
| 6M | +0.7% | -29.6% | +30.3% | -10.6% |
| YTD | -0.1% | -29.9% | +29.8% | -11.0% |
| 1Y | -10.7% | -39.1% | +28.3% | -21.0% |
| All | -10.7% | -40.4% | +29.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling