+821.2%
SPYM vs CMI
+3,916.6%
-3,095.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -1.1% | -12.4% | +11.3% | +2.8% |
| 3M | +3.9% | -14.8% | +18.7% | +8.5% |
| 6M | +13.6% | +0.8% | +12.8% | +12.1% |
| YTD | +12.7% | +10.2% | +2.5% | +7.8% |
| 1Y | +17.6% | +37.4% | -19.8% | +4.7% |
| 3Y | +77.2% | +153.3% | -76.0% | +29.7% |
| 5Y | +84.1% | +167.6% | -83.5% | +31.3% |
| 10Y | +323.8% | +514.4% | -190.5% | +134.2% |
| All | +821.2% | +3,916.6% | -3,095.5% | +202.8% |
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 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