-61.4%
CXM vs SPY
+91.2%
-152.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.7% |
| 7D | +1.9% | +2.6% | -0.6% | -1.4% |
| 30D | +20.8% | -2.0% | +22.8% | +23.2% |
| 3M | -3.3% | -2.8% | -0.5% | -0.5% |
| 6M | +39.1% | +2.1% | +36.9% | +33.4% |
| YTD | -12.6% | +11.5% | -24.1% | -25.9% |
| 1Y | -6.8% | +13.5% | -20.3% | -23.1% |
| 3Y | -52.5% | +77.7% | -130.2% | -79.8% |
| 5Y | -62.8% | +72.6% | -135.4% | -82.1% |
| All | -61.4% | +91.2% | -152.6% | -85.7% |
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