+14.7%
CMF vs SPY
+312.5%
-297.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -2.1% | -1.4% | -0.7% | -2.0% |
| 3M | -2.6% | +3.7% | -6.3% | -2.8% |
| 6M | -2.5% | +13.0% | -15.5% | -3.2% |
| YTD | -1.6% | +12.4% | -14.0% | -2.3% |
| 1Y | +1.0% | +18.5% | -17.5% | 0.0% |
| 3Y | +8.4% | +77.6% | -69.3% | +4.6% |
| 5Y | +0.5% | +81.7% | -81.2% | -3.4% |
| 10Y | +14.7% | +319.7% | -305.0% | +6.1% |
| All | +14.7% | +312.5% | -297.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling