+165.0%
CMI vs SPG
+106.0%
+59.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -1.2% | +0.4% | -0.1% |
| 30D | -12.4% | -6.1% | -6.3% | -9.6% |
| 3M | -14.8% | -3.6% | -11.1% | -13.8% |
| 6M | +0.8% | +10.4% | -9.6% | -5.3% |
| YTD | +10.2% | +14.4% | -4.2% | +1.3% |
| 1Y | +37.4% | +16.5% | +20.9% | +24.6% |
| 3Y | +153.3% | +106.8% | +46.5% | +67.8% |
| All | +165.0% | +106.0% | +59.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling