-96.4%
CMRC vs SPY
+152.3%
-248.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -24.6% | +0.1% | -24.7% | -24.7% |
| 3M | -9.7% | +2.0% | -11.7% | -13.5% |
| 6M | -14.6% | +13.0% | -27.6% | -32.8% |
| YTD | -37.6% | +13.5% | -51.2% | -51.1% |
| 1Y | -42.2% | +20.0% | -62.2% | -58.9% |
| 3Y | -76.3% | +77.2% | -153.5% | -92.3% |
| 5Y | -95.7% | +81.9% | -177.5% | -98.5% |
| All | -96.4% | +152.3% | -248.8% | -99.6% |
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