-35.8%
CMRC vs SPY
+11.8%
-47.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -2.2% | +3.3% | -5.5% | -4.6% |
| 30D | +5.4% | -2.7% | +8.0% | +7.6% |
| 3M | +63.9% | -1.7% | +65.6% | +66.1% |
| 6M | +23.8% | +3.1% | +20.7% | +19.6% |
| YTD | -14.1% | +11.9% | -26.0% | -25.1% |
| 1Y | -35.8% | +12.0% | -47.7% | -43.9% |
| All | -35.8% | +11.8% | -47.5% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling