+55.7%
CMDY vs SPY
+75.5%
-19.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +3.1% | -2.0% | +5.0% | +3.3% |
| 30D | +9.4% | -1.7% | +11.1% | +9.7% |
| 3M | +13.1% | +4.7% | +8.3% | +12.2% |
| 6M | +14.7% | +12.5% | +2.2% | +12.6% |
| YTD | +35.7% | +11.7% | +24.0% | +33.3% |
| 1Y | +44.6% | +17.5% | +27.2% | +40.5% |
| All | +55.7% | +75.5% | -19.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling