+236.7%
CMP vs SPY
+980.4%
-743.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -22.0% | -0.3% | -21.6% | -21.6% |
| 6M | -8.6% | +7.3% | -15.9% | -14.9% |
| YTD | +18.4% | +13.3% | +5.1% | +5.0% |
| 1Y | +37.6% | +14.8% | +22.8% | +20.6% |
| 3Y | -5.3% | +82.9% | -88.2% | -49.3% |
| 5Y | -65.5% | +75.6% | -141.1% | -80.6% |
| 10Y | -57.3% | +330.5% | -387.9% | -89.9% |
| All | +236.7% | +980.4% | -743.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling