+228.8%
CMP vs SPY
+932.8%
-704.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | +2.2% |
| 7D | -1.0% | -4.7% | +3.8% | +3.9% |
| 30D | 0.0% | -5.9% | +6.0% | +6.4% |
| 3M | -24.4% | -4.5% | -19.8% | -20.7% |
| 6M | -14.2% | +1.8% | -16.0% | -15.7% |
| YTD | +15.6% | +8.3% | +7.3% | +7.3% |
| 1Y | +32.8% | +9.3% | +23.5% | +22.3% |
| 3Y | -7.5% | +74.9% | -82.3% | -48.2% |
| 5Y | -67.3% | +67.3% | -134.6% | -80.7% |
| 10Y | -58.3% | +311.6% | -369.9% | -89.7% |
| All | +228.8% | +932.8% | -704.0% | -60.6% |
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