-4.1%
CMG vs SPY
+72.1%
-76.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +2.5% | +2.6% | -0.1% | 0.0% |
| 30D | +15.6% | -2.0% | +17.6% | +17.6% |
| 3M | +8.2% | -2.8% | +11.0% | +10.7% |
| 6M | +9.9% | +2.1% | +7.7% | +6.2% |
| YTD | -4.6% | +11.5% | -16.1% | -15.7% |
| 1Y | +12.4% | +13.5% | -1.0% | -2.4% |
| 3Y | -18.0% | +77.7% | -95.7% | -56.5% |
| All | -4.1% | +72.1% | -76.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling