-99.6%
CMMB vs SPY
+216.0%
-315.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -3.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +54.9% | +0.1% | +54.8% | +55.0% |
| 3M | +50.6% | +2.0% | +48.6% | +47.2% |
| 6M | +41.9% | +13.0% | +28.9% | +24.6% |
| YTD | +64.2% | +13.5% | +50.7% | +44.2% |
| 1Y | -11.1% | +20.0% | -31.1% | -26.4% |
| 3Y | -40.6% | +77.2% | -117.8% | -68.6% |
| 5Y | -95.4% | +81.9% | -177.3% | -97.6% |
| All | -99.6% | +216.0% | -315.6% | -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