+66.8%
CMDT vs SPY
+93.3%
-26.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +6.0% | -1.1% | +7.1% | +6.2% |
| 3M | +9.3% | +3.9% | +5.5% | +8.7% |
| 6M | +12.2% | +13.6% | -1.4% | +9.9% |
| YTD | +29.8% | +12.7% | +17.1% | +27.3% |
| 1Y | +35.1% | +17.5% | +17.6% | +31.4% |
| 3Y | +48.3% | +76.9% | -28.6% | +35.5% |
| All | +66.8% | +93.3% | -26.5% | +48.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling