-100.0%
CMND vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.0% |
| 7D | -42.2% | -2.0% | -40.3% | -41.6% |
| 30D | -39.0% | -1.7% | -37.4% | -38.4% |
| 3M | -69.3% | +4.7% | -74.0% | -69.9% |
| 6M | -90.2% | +12.5% | -102.7% | -90.9% |
| YTD | -94.6% | +11.7% | -106.3% | -94.9% |
| 1Y | -99.8% | +17.5% | -117.2% | -99.8% |
| All | -100.0% | +75.5% | -175.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling