+77.4%
CMDB vs SPY
+39.4%
+38.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +8.2% |
| 7D | +16.7% | +0.1% | +16.6% | +16.6% |
| 30D | +27.9% | +0.1% | +27.9% | +27.7% |
| 3M | +42.6% | +2.0% | +40.7% | +39.6% |
| 6M | +24.6% | +13.0% | +11.6% | +9.9% |
| YTD | +55.4% | +13.5% | +41.9% | +35.6% |
| 1Y | +129.8% | +20.0% | +109.9% | +84.1% |
| All | +77.4% | +39.4% | +38.0% | +9.5% |
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