+564.7%
CMI vs SPMO
+566.1%
-1.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -0.7% | -0.9% | +0.2% | 0.0% |
| 30D | -12.4% | -1.9% | -10.5% | -11.1% |
| 3M | -14.8% | -1.4% | -13.4% | -14.0% |
| 6M | +0.8% | +25.5% | -24.7% | -14.3% |
| YTD | +10.2% | +24.8% | -14.6% | -5.8% |
| 1Y | +37.4% | +24.5% | +12.9% | +17.7% |
| 3Y | +153.3% | +157.1% | -3.9% | +30.7% |
| 5Y | +167.6% | +149.5% | +18.1% | +40.4% |
| 10Y | +514.4% | +518.1% | -3.7% | +101.9% |
| All | +564.7% | +566.1% | -1.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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