-58.3%
CMP vs SPY
+312.9%
-371.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | -1.7% | -2.7% | +1.0% | +1.2% |
| 30D | +1.5% | -5.4% | +6.9% | +7.8% |
| 3M | -10.7% | -4.1% | -6.6% | -6.5% |
| 6M | -13.4% | +0.7% | -14.1% | -14.1% |
| YTD | +16.6% | +8.7% | +8.0% | +7.1% |
| 1Y | +38.5% | +10.9% | +27.6% | +24.6% |
| 3Y | -5.7% | +75.0% | -80.7% | -50.3% |
| 5Y | -67.0% | +67.8% | -134.8% | -81.8% |
| All | -58.3% | +312.9% | -371.2% | -91.1% |
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