+17.2%
CMBS vs SPY
+75.5%
-58.3%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.3% | -1.7% | +1.3% | -0.3% |
| 3M | -0.3% | +4.7% | -5.0% | -0.4% |
| 6M | -0.9% | +12.5% | -13.4% | -1.1% |
| YTD | 0.0% | +11.7% | -11.8% | -0.2% |
| 1Y | +1.1% | +17.5% | -16.3% | +0.9% |
| All | +17.2% | +75.5% | -58.3% | +14.1% |
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