+4,152.8%
CMI vs SPXS
-100.0%
+4,252.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -0.6% |
| 7D | +0.7% | +1.2% | -0.5% | +1.2% |
| 30D | -12.3% | +5.2% | -17.5% | -10.3% |
| 3M | -16.8% | -9.2% | -7.6% | -19.2% |
| 6M | +1.5% | -29.6% | +31.1% | -10.0% |
| YTD | +9.8% | -27.6% | +37.4% | -0.5% |
| 1Y | +42.6% | -36.7% | +79.3% | +23.3% |
| 3Y | +151.0% | -79.8% | +230.8% | +51.1% |
| 5Y | +167.0% | -85.9% | +252.9% | +63.5% |
| 10Y | +512.2% | -99.5% | +611.7% | +7.8% |
| All | +4,152.8% | -100.0% | +4,252.8% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling