+142.0%
CMC vs SPY
+81.8%
+60.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | +5.4% | +0.5% | +4.8% | +4.7% |
| 30D | -5.8% | -0.9% | -4.9% | -4.7% |
| 3M | -3.5% | +3.9% | -7.4% | -7.7% |
| 6M | +9.3% | +14.5% | -5.3% | -6.5% |
| YTD | +3.1% | +12.9% | -9.8% | -10.3% |
| 1Y | +19.8% | +19.4% | +0.4% | -2.1% |
| 3Y | +37.6% | +78.5% | -40.8% | -27.3% |
| 5Y | +142.0% | +81.8% | +60.3% | +26.2% |
| All | +142.0% | +81.8% | +60.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling