-62.1%
CXM vs SPY
+86.4%
-148.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.9% |
| 7D | -2.1% | -2.7% | +0.6% | +1.0% |
| 30D | +28.5% | -5.4% | +33.9% | +37.1% |
| 3M | +0.9% | -4.1% | +5.0% | +5.7% |
| 6M | +27.0% | +0.7% | +26.3% | +23.9% |
| YTD | -14.3% | +8.7% | -22.9% | -24.9% |
| 1Y | -11.3% | +10.9% | -22.2% | -24.6% |
| 3Y | -53.2% | +75.0% | -128.2% | -79.7% |
| 5Y | -61.4% | +67.8% | -129.2% | -80.7% |
| All | -62.1% | +86.4% | -148.5% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling