-99.8%
CMMB vs SPY
+202.5%
-302.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.3% |
| 7D | +13.8% | -2.7% | +16.5% | +17.0% |
| 30D | -3.6% | -5.4% | +1.7% | +2.0% |
| 3M | -26.7% | -4.1% | -22.6% | -23.2% |
| 6M | -26.3% | +0.7% | -27.0% | -26.9% |
| YTD | -20.0% | +8.7% | -28.7% | -26.4% |
| 1Y | -48.8% | +10.9% | -59.7% | -53.9% |
| 3Y | -52.8% | +75.0% | -127.8% | -74.7% |
| 5Y | -96.6% | +67.8% | -164.4% | -98.1% |
| All | -99.8% | +202.5% | -302.3% | -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 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