+122.5%
CMCL vs SPY
+78.0%
+44.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.0% |
| 7D | +9.5% | +0.1% | +9.5% | +9.2% |
| 30D | -7.7% | -3.3% | -4.4% | -5.3% |
| 3M | +1.4% | -2.4% | +3.8% | +3.3% |
| 6M | -7.8% | +2.6% | -10.4% | -9.4% |
| YTD | -15.3% | +11.2% | -26.5% | -21.1% |
| 1Y | -18.9% | +13.4% | -32.2% | -25.1% |
| 3Y | +122.5% | +79.9% | +42.6% | +35.8% |
| All | +122.5% | +78.0% | +44.5% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling