+195.7%
CMCL vs SPY
+3,027.0%
-2,831.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +9.5% | +0.1% | +9.5% | +9.4% |
| 30D | -7.7% | -3.3% | -4.4% | -6.4% |
| 3M | +1.4% | -2.4% | +3.8% | +2.4% |
| 6M | -7.8% | +2.6% | -10.4% | -8.6% |
| YTD | -15.3% | +11.2% | -26.5% | -18.3% |
| 1Y | -18.9% | +13.4% | -32.2% | -22.3% |
| 3Y | +122.5% | +79.9% | +42.6% | +78.2% |
| 5Y | +101.5% | +72.2% | +29.3% | +62.6% |
| 10Y | +298.0% | +307.3% | -9.3% | +136.2% |
| All | +195.7% | +3,027.0% | -2,831.3% | -14.4% |
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