+424.2%
CMBT vs SPY
+312.5%
+111.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +20.2% | -1.4% | +21.6% | +21.3% |
| 3M | +31.7% | +3.7% | +28.0% | +28.2% |
| 6M | +54.4% | +13.0% | +41.4% | +41.4% |
| YTD | +111.7% | +12.4% | +99.3% | +94.8% |
| 1Y | +108.1% | +18.5% | +89.6% | +84.1% |
| 3Y | +86.4% | +77.6% | +8.8% | +23.0% |
| 5Y | +315.2% | +81.7% | +233.5% | +165.6% |
| 10Y | +424.2% | +319.7% | +104.6% | +40.8% |
| All | +424.2% | +312.5% | +111.7% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling