+100.9%
CMDB vs SPY
+18.8%
+82.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +9.2% | -0.4% | +9.6% | +9.5% |
| 30D | +34.2% | -1.4% | +35.5% | +35.5% |
| 3M | +40.8% | +3.7% | +37.1% | +35.8% |
| 6M | +34.1% | +13.0% | +21.1% | +20.0% |
| YTD | +52.4% | +12.4% | +40.0% | +36.1% |
| 1Y | +100.9% | +18.5% | +82.3% | +65.7% |
| All | +100.9% | +18.8% | +82.1% | +65.7% |
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