-2.7%
CMCL vs SPY
+21.3%
-24.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +1.0% |
| 7D | +3.2% | +0.3% | +2.9% | +2.7% |
| 30D | +36.8% | +0.2% | +36.6% | +36.2% |
| 3M | +26.9% | +2.8% | +24.2% | +21.4% |
| 6M | -10.6% | +14.3% | -24.9% | -28.3% |
| YTD | +1.7% | +14.0% | -12.2% | -17.7% |
| All | -2.7% | +21.3% | -24.0% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling