+302.4%
CMBT vs SPY
+350.5%
-48.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.4% |
| 7D | +1.8% | -0.9% | +2.7% | +2.5% |
| 30D | -17.0% | -2.4% | -14.6% | -15.5% |
| 3M | +6.6% | -1.2% | +7.7% | +7.4% |
| 6M | +22.6% | +3.3% | +19.3% | +19.3% |
| YTD | +90.1% | +12.3% | +77.8% | +74.3% |
| 1Y | +91.3% | +12.4% | +78.8% | +75.1% |
| 3Y | +44.7% | +78.8% | -34.1% | -6.5% |
| 5Y | +207.7% | +75.2% | +132.6% | +98.8% |
| 10Y | +446.0% | +311.1% | +134.9% | +60.1% |
| All | +302.4% | +350.5% | -48.0% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling