-100.0%
CMCT vs SPY
+81.8%
-181.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.5% |
| 7D | -16.0% | +0.5% | -16.5% | -16.4% |
| 30D | -30.8% | -0.9% | -29.9% | -30.2% |
| 3M | -13.4% | +3.9% | -17.2% | -16.3% |
| 6M | -98.7% | +14.5% | -113.2% | -98.8% |
| YTD | -99.2% | +12.9% | -112.1% | -99.3% |
| 1Y | -99.6% | +19.4% | -118.9% | -99.6% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +81.8% | -181.7% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling