-99.6%
CMMB vs SPY
+214.3%
-313.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | +42.5% | -0.9% | +43.4% | +44.1% |
| 3M | +51.9% | +3.9% | +48.0% | +45.5% |
| 6M | +46.3% | +14.5% | +31.8% | +26.7% |
| YTD | +66.7% | +12.9% | +53.7% | +47.2% |
| 1Y | -9.7% | +19.4% | -29.0% | -24.8% |
| 3Y | -32.9% | +78.5% | -111.4% | -64.9% |
| 5Y | -95.4% | +81.8% | -177.1% | -97.6% |
| All | -99.6% | +214.3% | -313.9% | -99.9% |
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 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