+4,893.9%
CMC vs SPY
+3,027.0%
+1,866.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +0.6% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | +1.1% | -3.3% | +4.4% | +5.1% |
| 3M | -14.1% | -2.4% | -11.6% | -11.5% |
| 6M | -8.7% | +2.6% | -11.3% | -11.2% |
| YTD | -5.9% | +11.2% | -17.1% | -16.4% |
| 1Y | +10.9% | +13.4% | -2.5% | -3.6% |
| 3Y | +48.5% | +79.9% | -31.4% | -23.2% |
| 5Y | +100.4% | +72.2% | +28.2% | +9.4% |
| 10Y | +278.2% | +307.3% | -29.1% | -17.4% |
| All | +4,893.9% | +3,027.0% | +1,866.9% | +302.4% |
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