-4.2%
CMP vs SPY
+82.6%
-86.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +2.1% |
| 30D | +2.6% | -1.0% | +3.7% | +3.7% |
| 3M | -22.0% | -0.3% | -21.6% | -21.6% |
| 6M | -8.6% | +7.3% | -15.9% | -14.1% |
| YTD | +18.4% | +13.3% | +5.1% | +6.5% |
| 1Y | +37.6% | +14.8% | +22.8% | +22.6% |
| All | -4.2% | +82.6% | -86.8% | -61.4% |
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