+255.2%
CMCL vs SPY
+3,091.8%
-2,836.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +28.0% | +0.1% | +27.9% | +28.0% |
| 3M | +24.3% | +2.0% | +22.3% | +23.5% |
| 6M | -9.1% | +13.0% | -22.1% | -13.1% |
| YTD | +1.8% | +13.5% | -11.8% | -2.7% |
| 1Y | -2.6% | +20.0% | -22.6% | -8.8% |
| 3Y | +177.1% | +77.2% | +99.9% | +122.9% |
| 5Y | +152.2% | +81.9% | +70.3% | +99.2% |
| 10Y | +398.8% | +314.1% | +84.7% | +193.5% |
| All | +255.2% | +3,091.8% | -2,836.6% | +2.0% |
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