-5.0%
CMG vs SPY
+79.8%
-84.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | -3.8% | -2.0% | -1.8% | -1.9% |
| 30D | +12.9% | -1.7% | +14.6% | +14.7% |
| 3M | +18.8% | +4.7% | +14.0% | +12.9% |
| 6M | +4.1% | +12.5% | -8.4% | -8.5% |
| YTD | -2.4% | +11.7% | -14.1% | -13.4% |
| 1Y | -6.7% | +17.5% | -24.1% | -21.3% |
| 3Y | -7.1% | +76.6% | -83.7% | -50.0% |
| 5Y | -5.0% | +82.0% | -87.0% | -49.8% |
| All | -5.0% | +79.8% | -84.7% | -49.8% |
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