+69.4%
CMRE vs SPY
+76.5%
-7.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | +4.4% | -1.4% | +5.8% | +5.6% |
| 3M | -5.3% | +3.7% | -9.0% | -8.3% |
| 6M | -10.1% | +13.0% | -23.1% | -19.1% |
| YTD | -3.1% | +12.4% | -15.5% | -12.4% |
| 1Y | +24.4% | +18.5% | +5.8% | +7.5% |
| All | +69.4% | +76.5% | -7.2% | +3.6% |
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 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