+8,598.0%
CMI vs SPG
+5,319.3%
+3,278.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -12.5% | -4.9% | -7.6% | -10.7% |
| 3M | -16.2% | +3.3% | -19.5% | -17.8% |
| 6M | +4.9% | +11.2% | -6.4% | -0.3% |
| YTD | +11.1% | +17.1% | -5.9% | +3.2% |
| 1Y | +43.4% | +21.6% | +21.8% | +30.7% |
| 3Y | +154.1% | +111.9% | +42.2% | +82.5% |
| 5Y | +169.5% | +106.9% | +62.6% | +92.5% |
| 10Y | +503.8% | +62.2% | +441.6% | +304.1% |
| All | +8,598.0% | +5,319.3% | +3,278.7% | +1,393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling