-61.1%
CXM vs SPY
+85.8%
-146.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +5.5% |
| 7D | +0.4% | -4.7% | +5.2% | +6.3% |
| 30D | +32.6% | -5.9% | +38.5% | +42.4% |
| 3M | +1.9% | -4.5% | +6.5% | +7.4% |
| 6M | +26.0% | +1.8% | +24.2% | +21.0% |
| YTD | -12.1% | +8.3% | -20.4% | -22.7% |
| 1Y | -9.4% | +9.3% | -18.8% | -21.5% |
| 3Y | -52.7% | +74.9% | -127.5% | -79.5% |
| 5Y | -60.4% | +67.3% | -127.7% | -80.2% |
| All | -61.1% | +85.8% | -146.9% | -85.0% |
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 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