+46.6%
CMDB vs SPY
+37.8%
+8.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +1.6% |
| 7D | +8.4% | -0.9% | +9.4% | +9.2% |
| 30D | -3.3% | -2.4% | -0.9% | -1.3% |
| 3M | +15.2% | -1.2% | +16.3% | +16.1% |
| 6M | +6.1% | +3.3% | +2.8% | +2.1% |
| YTD | +28.4% | +12.3% | +16.1% | +13.0% |
| 1Y | +52.1% | +12.4% | +39.7% | +32.6% |
| All | +46.6% | +37.8% | +8.8% | -8.8% |
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