+115.3%
SPOT vs CMI
+164.8%
-49.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | +7.4% | -12.4% | +19.8% | +11.3% |
| 3M | +8.2% | -14.8% | +23.0% | +11.8% |
| 6M | +2.2% | +0.8% | +1.4% | -2.4% |
| YTD | -9.5% | +10.2% | -19.7% | -17.8% |
| 1Y | -23.8% | +37.4% | -61.3% | -38.0% |
| 3Y | +233.5% | +153.3% | +80.2% | +91.3% |
| All | +115.3% | +164.8% | -49.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling