-60.5%
CMP vs SPY
+82.0%
-142.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -15.7% | +0.1% | -15.7% | -15.6% |
| 3M | -19.3% | +2.0% | -21.3% | -20.9% |
| 6M | +2.9% | +13.0% | -10.1% | -9.3% |
| YTD | +28.9% | +13.5% | +15.4% | +13.4% |
| 1Y | +34.8% | +20.0% | +14.8% | +12.4% |
| 3Y | -15.8% | +77.2% | -93.0% | -56.0% |
| All | -60.5% | +82.0% | -142.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling