-7.3%
CMG vs SPXU
-79.4%
+72.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | +0.8% |
| 7D | -3.8% | +6.4% | -10.2% | -2.1% |
| 30D | +12.9% | +5.9% | +7.0% | +14.8% |
| 3M | +18.8% | -11.7% | +30.4% | +14.8% |
| 6M | +4.1% | -28.7% | +32.8% | -5.3% |
| YTD | -2.4% | -26.4% | +24.0% | -9.8% |
| 1Y | -6.7% | -35.2% | +28.6% | -16.3% |
| All | -7.3% | -79.4% | +72.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling