+314.7%
SPY vs CMG
+327.5%
-12.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -1.1% | +10.9% | -12.0% | -3.5% |
| 3M | +3.9% | +15.8% | -12.0% | -0.6% |
| 6M | +13.6% | +6.9% | +6.7% | +10.5% |
| YTD | +12.7% | -2.2% | +14.8% | +11.7% |
| 1Y | +17.5% | -7.1% | +24.6% | +17.0% |
| 3Y | +76.9% | -7.1% | +84.0% | +72.4% |
| 5Y | +83.6% | -4.8% | +88.4% | +73.3% |
| All | +314.7% | +327.5% | -12.8% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling