-99.7%
CMND vs SPY
+20.8%
-120.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.8% | -0.4% | -31.4% | -31.7% |
| 7D | -34.1% | +0.1% | -34.2% | -34.1% |
| 30D | -34.1% | +0.1% | -34.1% | -34.1% |
| 3M | -60.1% | +2.0% | -62.1% | -60.4% |
| 6M | -90.3% | +13.0% | -103.3% | -90.7% |
| YTD | -93.6% | +13.5% | -107.1% | -93.9% |
| 1Y | -99.7% | +20.0% | -119.7% | -99.8% |
| All | -99.7% | +20.8% | -120.6% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling