+67.4%
CMDT vs SPY
+91.7%
-24.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.5% | -2.0% | +3.5% | +1.8% |
| 30D | +6.7% | -1.7% | +8.3% | +6.9% |
| 3M | +9.3% | +4.7% | +4.6% | +8.5% |
| 6M | +14.3% | +12.5% | +1.8% | +12.2% |
| YTD | +30.2% | +11.7% | +18.5% | +27.9% |
| 1Y | +36.1% | +17.5% | +18.6% | +32.4% |
| 3Y | +49.8% | +76.6% | -26.8% | +36.7% |
| All | +67.4% | +91.7% | -24.3% | +48.8% |
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 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