-99.1%
CMCT vs SPY
+11.5%
-110.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.6% |
| 7D | +35.8% | -0.6% | +36.4% | +35.6% |
| 30D | +13.7% | -3.7% | +17.4% | +19.7% |
| 3M | -2.4% | -2.7% | +0.3% | +1.4% |
| 6M | -26.7% | +2.2% | -28.8% | -29.7% |
| YTD | -98.8% | +10.8% | -109.6% | -99.0% |
| All | -99.1% | +11.5% | -110.6% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling