+41.9%
CMI vs SPXS
-40.2%
+82.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +3.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -13.4% | +0.8% | -14.3% | -13.0% |
| 3M | -17.0% | -4.7% | -12.3% | -18.0% |
| 6M | -1.6% | -29.6% | +28.0% | -16.1% |
| YTD | +11.0% | -29.8% | +40.8% | -4.5% |
| 1Y | +41.9% | -38.9% | +80.8% | +16.0% |
| All | +41.9% | -40.2% | +82.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling