+322.0%
CMG vs SPXU
-99.6%
+421.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.6% |
| 7D | -2.1% | +2.5% | -4.5% | -1.3% |
| 30D | +10.9% | +4.2% | +6.7% | +12.4% |
| 3M | +15.8% | -9.3% | +25.1% | +12.7% |
| 6M | +6.9% | -30.7% | +37.6% | -3.5% |
| YTD | -2.2% | -28.1% | +26.0% | -10.2% |
| 1Y | -7.1% | -35.2% | +28.2% | -16.8% |
| 3Y | -7.1% | -79.9% | +72.8% | -36.9% |
| 5Y | -4.8% | -86.4% | +81.6% | -33.3% |
| All | +322.0% | -99.6% | +421.6% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling