-62.6%
CXM vs SPY
+77.4%
-140.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.9% |
| 7D | -27.6% | +0.1% | -27.7% | -27.7% |
| 30D | -11.9% | +0.1% | -12.0% | -12.0% |
| 3M | +9.9% | +2.0% | +7.9% | +7.4% |
| 6M | -0.5% | +13.0% | -13.5% | -13.0% |
| YTD | -24.0% | +13.5% | -37.6% | -34.0% |
| 1Y | -24.5% | +20.0% | -44.5% | -38.6% |
| All | -62.6% | +77.4% | -140.0% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling