+38.0%
CM vs SPY
+11.5%
+26.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.1% |
| 30D | +6.0% | -3.7% | +9.7% | +9.4% |
| 3M | -2.3% | -2.7% | +0.5% | +0.1% |
| 6M | +6.7% | +2.2% | +4.5% | +4.4% |
| YTD | +30.6% | +10.8% | +19.7% | +17.4% |
| All | +38.0% | +11.5% | +26.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling