+98.2%
CMBT vs SPY
+14.6%
+83.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.7% |
| 7D | -7.7% | -0.7% | -7.0% | -7.3% |
| 30D | -14.7% | -1.0% | -13.6% | -14.1% |
| 3M | +7.2% | -0.3% | +7.5% | +7.4% |
| 6M | +24.8% | +7.3% | +17.5% | +18.5% |
| YTD | +86.7% | +13.3% | +73.4% | +69.3% |
| 1Y | +98.2% | +14.8% | +83.4% | +79.2% |
| All | +98.2% | +14.6% | +83.5% | +79.2% |
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