+362.7%
CM vs SPY
+312.5%
+50.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -3.6% | -1.4% | -2.3% | -2.5% |
| 3M | +4.5% | +3.7% | +0.8% | +1.4% |
| 6M | +19.2% | +13.0% | +6.2% | +8.1% |
| YTD | +28.8% | +12.4% | +16.4% | +17.3% |
| 1Y | +49.4% | +18.5% | +30.9% | +30.3% |
| 3Y | +231.1% | +77.6% | +153.5% | +103.9% |
| 5Y | +144.5% | +81.7% | +62.8% | +46.2% |
| 10Y | +362.7% | +319.7% | +43.1% | +34.5% |
| All | +362.7% | +312.5% | +50.2% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling