+12,714.7%
CMI vs SPYG
+559.0%
+12,155.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.4% |
| 7D | -0.7% | -0.9% | +0.2% | +0.2% |
| 30D | -12.4% | -1.5% | -10.9% | -11.1% |
| 3M | -14.8% | +3.7% | -18.5% | -17.9% |
| 6M | +0.8% | +16.4% | -15.6% | -13.2% |
| YTD | +10.2% | +13.3% | -3.1% | -2.3% |
| 1Y | +37.4% | +17.9% | +19.6% | +17.0% |
| 3Y | +153.3% | +98.3% | +54.9% | +25.2% |
| 5Y | +167.6% | +86.4% | +81.2% | +34.6% |
| 10Y | +514.4% | +421.9% | +92.4% | -6.7% |
| All | +12,714.7% | +559.0% | +12,155.7% | +846.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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