+3,909.1%
CMG vs SPY
+765.5%
+3,143.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +2.5% | +2.6% | -0.1% | +0.2% |
| 30D | +15.6% | -2.0% | +17.6% | +17.5% |
| 3M | +8.2% | -2.8% | +11.0% | +10.5% |
| 6M | +9.9% | +2.1% | +7.7% | +6.7% |
| YTD | -4.6% | +11.5% | -16.1% | -14.5% |
| 1Y | +12.4% | +13.5% | -1.0% | -0.8% |
| 3Y | -18.0% | +77.7% | -95.7% | -52.3% |
| 5Y | -5.3% | +72.6% | -77.9% | -43.0% |
| 10Y | +344.2% | +308.2% | +36.1% | +21.8% |
| All | +3,909.1% | +765.5% | +3,143.6% | +480.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling