+5,335.3%
CMC vs SPY
+3,091.8%
+2,243.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -7.6% | +2.0% | -9.5% | -9.7% |
| 6M | -0.7% | +13.0% | -13.7% | -13.4% |
| YTD | +2.4% | +13.5% | -11.1% | -11.2% |
| 1Y | +22.2% | +20.0% | +2.2% | -0.3% |
| 3Y | +26.8% | +77.2% | -50.3% | -33.2% |
| 5Y | +135.5% | +81.9% | +53.6% | +20.6% |
| 10Y | +446.7% | +314.1% | +132.7% | +17.5% |
| All | +5,335.3% | +3,091.8% | +2,243.5% | +327.5% |
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