+322.0%
CMG vs SPYM
+325.3%
-3.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.4% |
| 30D | +10.9% | -1.1% | +12.0% | +12.0% |
| 3M | +15.8% | +3.9% | +12.0% | +11.5% |
| 6M | +6.9% | +13.6% | -6.7% | -5.6% |
| YTD | -2.2% | +12.7% | -14.9% | -12.9% |
| 1Y | -7.1% | +17.6% | -24.7% | -20.4% |
| 3Y | -7.1% | +77.2% | -84.4% | -45.9% |
| 5Y | -4.8% | +84.1% | -88.9% | -46.0% |
| All | +322.0% | +325.3% | -3.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling