+39.4%
CMCO vs SPY
+1,840.2%
-1,800.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.7% |
| 7D | +0.5% | -0.4% | +0.8% | +0.9% |
| 30D | -8.8% | -1.4% | -7.4% | -7.2% |
| 3M | +39.1% | +3.7% | +35.4% | +35.5% |
| 6M | +6.5% | +13.0% | -6.5% | -5.0% |
| YTD | +3.3% | +12.4% | -9.1% | -6.8% |
| 1Y | +24.4% | +18.5% | +5.9% | +6.1% |
| 3Y | -48.4% | +77.6% | -126.1% | -71.0% |
| 5Y | -58.3% | +81.7% | -140.0% | -76.9% |
| 10Y | +6.5% | +319.7% | -313.2% | -74.0% |
| All | +39.4% | +1,840.2% | -1,800.8% | -84.3% |
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