+4,100.0%
CMG vs SPYM
+795.7%
+3,304.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -1.5% | +0.6% | -2.0% | -2.0% |
| 30D | +12.7% | -0.9% | +13.6% | +13.6% |
| 3M | +26.3% | +3.9% | +22.4% | +21.6% |
| 6M | +4.5% | +14.5% | -10.1% | -7.9% |
| YTD | -0.1% | +13.0% | -13.1% | -10.8% |
| 1Y | -6.8% | +19.4% | -26.2% | -20.7% |
| 3Y | -5.0% | +78.9% | -83.9% | -43.8% |
| 5Y | -3.0% | +82.3% | -85.4% | -43.0% |
| 10Y | +323.6% | +314.7% | +8.8% | +22.2% |
| All | +4,100.0% | +795.7% | +3,304.3% | +557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling