+266.6%
CMP vs SPY
+982.5%
-715.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.8% |
| 6M | +2.9% | +13.0% | -10.1% | -8.7% |
| YTD | +28.9% | +13.5% | +15.4% | +14.2% |
| 1Y | +34.8% | +20.0% | +14.8% | +13.1% |
| 3Y | -15.8% | +77.2% | -93.0% | -53.5% |
| 5Y | -60.6% | +81.9% | -142.5% | -78.6% |
| 10Y | -55.8% | +314.1% | -369.8% | -89.1% |
| All | +266.6% | +982.5% | -715.9% | -58.1% |
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 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