+98.4%
CMDY vs SPY
+229.1%
-130.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +9.9% | +0.1% | +9.8% | +9.9% |
| 3M | +5.7% | +2.0% | +3.7% | +5.1% |
| 6M | +15.1% | +13.0% | +2.1% | +11.7% |
| YTD | +31.2% | +13.5% | +17.7% | +27.2% |
| 1Y | +40.7% | +20.0% | +20.8% | +34.6% |
| 3Y | +51.0% | +77.2% | -26.2% | +30.4% |
| 5Y | +68.7% | +81.9% | -13.2% | +43.7% |
| All | +98.4% | +229.1% | -130.6% | +46.6% |
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