-95.1%
CMRC vs SPY
+81.0%
-176.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.4% |
| 7D | +4.8% | -0.4% | +5.2% | +5.4% |
| 30D | +23.2% | -1.4% | +24.6% | +26.2% |
| 3M | -2.3% | +3.7% | -6.0% | -9.0% |
| 6M | -12.5% | +13.0% | -25.5% | -30.7% |
| YTD | -36.9% | +12.4% | -49.3% | -49.3% |
| 1Y | -43.8% | +18.5% | -62.4% | -58.8% |
| 3Y | -75.8% | +77.6% | -153.5% | -92.1% |
| 5Y | -95.1% | +81.7% | -176.8% | -98.3% |
| All | -95.1% | +81.0% | -176.1% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling