+152.4%
CMI vs SPG
+106.5%
+45.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | 0.0% |
| 7D | +0.7% | -1.7% | +2.4% | +1.5% |
| 30D | -12.3% | -6.3% | -6.0% | -9.4% |
| 3M | -16.8% | -2.4% | -14.4% | -16.5% |
| 6M | +1.5% | +9.6% | -8.1% | -4.8% |
| YTD | +9.8% | +14.2% | -4.4% | +0.3% |
| 1Y | +42.6% | +19.3% | +23.3% | +26.5% |
| All | +152.4% | +106.5% | +45.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling