+169.8%
CMCL vs SPY
+3,056.6%
-2,886.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.9% | -5.1% |
| 7D | -3.0% | -0.9% | -2.0% | -2.7% |
| 30D | -16.9% | -2.4% | -14.6% | -16.2% |
| 3M | -12.2% | -1.2% | -11.1% | -11.8% |
| 6M | -17.2% | +3.3% | -20.5% | -18.1% |
| YTD | -22.7% | +12.3% | -35.0% | -25.8% |
| 1Y | -28.6% | +12.4% | -41.0% | -31.4% |
| 3Y | +102.4% | +78.8% | +23.6% | +62.4% |
| 5Y | +70.6% | +75.2% | -4.6% | +36.8% |
| 10Y | +321.3% | +311.1% | +10.2% | +149.0% |
| All | +169.8% | +3,056.6% | -2,886.8% | -22.2% |
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 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