+251.0%
SPOT vs CMI
+330.5%
-79.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | +2.2% | -12.3% | +14.5% | +6.0% |
| 3M | +5.4% | -16.8% | +22.2% | +9.8% |
| 6M | -4.0% | +1.5% | -5.5% | -7.6% |
| YTD | -9.9% | +9.8% | -19.7% | -16.5% |
| 1Y | -27.3% | +42.6% | -69.9% | -39.4% |
| 3Y | +236.4% | +151.0% | +85.4% | +121.1% |
| 5Y | +112.6% | +167.0% | -54.4% | +34.7% |
| All | +251.0% | +330.5% | -79.5% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling