+164.4%
CMI vs SPY
+79.8%
+84.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | +0.8% | -2.0% | +2.8% | +2.9% |
| 30D | -12.8% | -1.7% | -11.1% | -11.3% |
| 3M | -12.4% | +4.7% | -17.2% | -16.3% |
| 6M | -0.9% | +12.5% | -13.4% | -11.3% |
| YTD | +8.9% | +11.7% | -2.9% | -1.6% |
| 1Y | +37.7% | +17.5% | +20.2% | +18.9% |
| 3Y | +148.9% | +76.6% | +72.3% | +51.7% |
| 5Y | +164.4% | +82.0% | +82.3% | +51.2% |
| All | +164.4% | +79.8% | +84.6% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling