+381.5%
CM vs SPY
+304.1%
+77.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +6.0% | -3.7% | +9.7% | +9.2% |
| 3M | -2.3% | -2.7% | +0.5% | -0.1% |
| 6M | +6.7% | +2.2% | +4.5% | +4.7% |
| YTD | +30.6% | +10.8% | +19.7% | +20.2% |
| 1Y | +38.1% | +11.2% | +26.8% | +26.7% |
| 3Y | +241.6% | +76.5% | +165.1% | +111.4% |
| 5Y | +138.4% | +72.9% | +65.4% | +48.7% |
| 10Y | +381.5% | +304.8% | +76.7% | +49.5% |
| All | +381.5% | +304.1% | +77.4% | +49.5% |
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