+3,994.3%
CMG vs SPYG
+1,118.6%
+2,875.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | -6.5% | +0.3% | -6.8% | -6.8% |
| 30D | +12.1% | -1.7% | +13.8% | +13.7% |
| 3M | +20.6% | +3.6% | +16.9% | +15.8% |
| 6M | +2.1% | +16.6% | -14.5% | -12.7% |
| YTD | -2.6% | +13.4% | -16.0% | -14.6% |
| 1Y | -8.7% | +19.6% | -28.3% | -24.0% |
| 3Y | -7.4% | +99.8% | -107.1% | -53.6% |
| 5Y | -5.7% | +85.0% | -90.6% | -49.1% |
| 10Y | +322.3% | +422.1% | -99.8% | -18.2% |
| All | +3,994.3% | +1,118.6% | +2,875.7% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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