+2,866.7%
CM vs SPY
+1,253.3%
+1,613.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | -0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +7.0% | -3.3% | +10.3% | +10.1% |
| 3M | -0.9% | -2.4% | +1.5% | +1.2% |
| 6M | +7.6% | +2.6% | +5.1% | +5.1% |
| YTD | +31.7% | +11.2% | +20.5% | +20.0% |
| 1Y | +40.9% | +13.4% | +27.5% | +26.3% |
| 3Y | +246.1% | +79.9% | +166.2% | +103.7% |
| 5Y | +140.5% | +72.2% | +68.4% | +45.6% |
| 10Y | +388.0% | +307.3% | +80.6% | +35.7% |
| All | +2,866.7% | +1,253.3% | +1,613.4% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling