+84.2%
CMBT vs SPY
+78.7%
+5.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +5.3% | +0.5% | +4.7% | +4.9% |
| 30D | +18.0% | -0.9% | +19.0% | +18.7% |
| 3M | +33.4% | +3.9% | +29.6% | +30.4% |
| 6M | +55.4% | +14.5% | +40.8% | +42.7% |
| YTD | +110.4% | +12.9% | +97.5% | +95.0% |
| 1Y | +113.8% | +19.4% | +94.4% | +91.3% |
| 3Y | +84.2% | +78.5% | +5.8% | +45.0% |
| All | +84.2% | +78.7% | +5.5% | +45.0% |
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 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