-62.7%
CXM vs SPY
+90.8%
-153.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -4.6% |
| 7D | -4.7% | +0.1% | -4.7% | -5.2% |
| 30D | +18.8% | -3.3% | +22.2% | +23.3% |
| 3M | -4.4% | -2.4% | -2.0% | -2.1% |
| 6M | +23.1% | +2.6% | +20.5% | +17.4% |
| YTD | -15.7% | +11.2% | -26.9% | -28.4% |
| 1Y | -11.6% | +13.4% | -25.0% | -26.9% |
| 3Y | -53.9% | +79.9% | -133.8% | -80.7% |
| 5Y | -64.8% | +72.2% | -137.0% | -83.0% |
| All | -62.7% | +90.8% | -153.5% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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