+79.5%
CMF vs SPY
+592.7%
-513.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | -2.2% | +2.0% | -4.2% | -2.2% |
| 6M | -2.2% | +13.0% | -15.2% | -2.4% |
| YTD | -1.1% | +13.5% | -14.7% | -1.4% |
| 1Y | +2.6% | +20.0% | -17.3% | +2.3% |
| 3Y | +8.4% | +77.2% | -68.8% | +7.3% |
| 5Y | +1.0% | +81.9% | -80.9% | -0.1% |
| 10Y | +14.9% | +314.1% | -299.2% | +13.1% |
| All | +79.5% | +592.7% | -513.2% | +72.6% |
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