+503.2%
CMI vs SPXS
-99.6%
+602.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.4% |
| 7D | -0.7% | +2.5% | -3.2% | +0.1% |
| 30D | -12.4% | +4.2% | -16.6% | -11.1% |
| 3M | -14.8% | -9.3% | -5.5% | -16.9% |
| 6M | +0.8% | -30.7% | +31.5% | -8.5% |
| YTD | +10.2% | -28.1% | +38.2% | +2.1% |
| 1Y | +37.4% | -35.1% | +72.5% | +24.3% |
| 3Y | +153.3% | -79.6% | +232.9% | +75.8% |
| 5Y | +167.6% | -86.3% | +253.9% | +87.7% |
| All | +503.2% | -99.6% | +602.8% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling