+246.1%
CM vs SPY
+78.0%
+168.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +7.0% | -3.3% | +10.3% | +9.2% |
| 3M | -0.9% | -2.4% | +1.5% | +0.6% |
| 6M | +7.6% | +2.6% | +5.1% | +6.0% |
| YTD | +31.7% | +11.2% | +20.5% | +23.7% |
| 1Y | +40.9% | +13.4% | +27.5% | +31.0% |
| 3Y | +246.1% | +79.9% | +166.2% | +128.7% |
| All | +246.1% | +78.0% | +168.1% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling