+62.0%
CMT vs SPY
+318.9%
-256.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.2% |
| 30D | -6.5% | -1.7% | -4.9% | -5.5% |
| 3M | 0.0% | +4.7% | -4.8% | -2.9% |
| 6M | +21.1% | +12.5% | +8.6% | +12.0% |
| YTD | +18.1% | +11.7% | +6.4% | +9.7% |
| 1Y | +12.9% | +17.5% | -4.6% | +1.4% |
| 3Y | -4.5% | +76.6% | -81.1% | -34.1% |
| 5Y | +82.2% | +82.0% | +0.1% | +21.6% |
| All | +62.0% | +318.9% | -256.9% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling