+37.4%
CMI vs SPXS
-36.2%
+73.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | -0.1% |
| 7D | -0.7% | +2.5% | -3.2% | +0.6% |
| 30D | -12.4% | +4.2% | -16.6% | -10.3% |
| 3M | -14.8% | -9.3% | -5.5% | -18.5% |
| 6M | +0.8% | -30.7% | +31.5% | -14.8% |
| YTD | +10.2% | -28.1% | +38.2% | -3.9% |
| 1Y | +37.4% | -35.1% | +72.5% | +15.4% |
| All | +37.4% | -36.2% | +73.6% | +15.4% |
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