+351.5%
CMBT vs SPY
+355.5%
-3.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +6.2% | +0.1% | +6.1% | +6.1% |
| 30D | +22.5% | +0.1% | +22.4% | +22.4% |
| 3M | +35.0% | +2.0% | +33.0% | +32.7% |
| 6M | +45.8% | +13.0% | +32.7% | +33.1% |
| YTD | +113.3% | +13.5% | +99.7% | +94.1% |
| 1Y | +128.9% | +20.0% | +108.9% | +99.7% |
| 3Y | +79.7% | +77.2% | +2.6% | +16.7% |
| 5Y | +309.0% | +81.9% | +227.1% | +156.3% |
| 10Y | +440.0% | +314.1% | +125.9% | +58.0% |
| All | +351.5% | +355.5% | -3.9% | +23.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling