-47.4%
CMCO vs SPY
+77.0%
-124.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +1.5% |
| 7D | -5.8% | -0.8% | -5.1% | -4.5% |
| 30D | -8.0% | -1.1% | -6.9% | -6.1% |
| 3M | +33.2% | +3.9% | +29.4% | +27.0% |
| 6M | +9.8% | +13.6% | -3.8% | -7.8% |
| YTD | +4.0% | +12.7% | -8.7% | -11.0% |
| 1Y | +21.0% | +17.5% | +3.5% | -2.4% |
| 3Y | -47.4% | +76.9% | -124.3% | -75.0% |
| All | -47.4% | +77.0% | -124.4% | -75.0% |
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 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