-58.2%
CMRC vs SPY
+78.1%
-136.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | -1.9% | +2.6% | -4.5% | -5.0% |
| 30D | +8.2% | -2.0% | +10.2% | +10.4% |
| 3M | +59.9% | -2.8% | +62.7% | +64.9% |
| 6M | +28.2% | +2.1% | +26.0% | +23.6% |
| YTD | -13.8% | +11.5% | -25.3% | -26.3% |
| 1Y | -30.4% | +13.5% | -43.9% | -41.9% |
| 3Y | -58.2% | +77.7% | -135.9% | -87.2% |
| All | -58.2% | +78.1% | -136.3% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling