+81.8%
CMF vs SPY
+578.6%
-496.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +3.9% | -3.3% | +7.2% | +4.0% |
| 3M | -0.5% | -2.4% | +1.9% | -0.4% |
| 6M | -0.5% | +2.6% | -3.1% | -0.6% |
| YTD | +0.1% | +11.2% | -11.1% | -0.1% |
| 1Y | +0.7% | +13.4% | -12.7% | +0.4% |
| 3Y | +10.9% | +79.9% | -69.0% | +9.7% |
| 5Y | +2.3% | +72.2% | -69.8% | +1.2% |
| 10Y | +19.1% | +307.3% | -288.3% | +17.3% |
| All | +81.8% | +578.6% | -496.8% | +74.9% |
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 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