+2,191.1%
CMG vs SPXU
-100.0%
+2,291.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.5% |
| 7D | -1.5% | -1.5% | 0.0% | -1.9% |
| 30D | +12.7% | +3.7% | +9.0% | +14.0% |
| 3M | +26.3% | -9.6% | +35.8% | +22.9% |
| 6M | +4.5% | -32.4% | +36.9% | -6.2% |
| YTD | -0.1% | -28.7% | +28.6% | -8.4% |
| 1Y | -6.8% | -38.2% | +31.4% | -17.4% |
| 3Y | -5.0% | -80.4% | +75.4% | -35.3% |
| 5Y | -3.0% | -86.0% | +83.0% | -30.7% |
| 10Y | +323.6% | -99.5% | +423.1% | +53.7% |
| All | +2,191.1% | -100.0% | +2,291.1% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling