+47.5%
CMT vs SPY
+308.5%
-261.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.8% | +6.7% |
| 7D | +11.1% | +3.3% | +7.8% | +8.8% |
| 30D | -1.3% | -2.7% | +1.4% | +0.2% |
| 3M | -7.5% | -1.7% | -5.7% | -6.6% |
| 6M | -4.2% | +3.1% | -7.3% | -6.2% |
| YTD | +16.6% | +11.9% | +4.7% | +8.1% |
| 1Y | +22.3% | +12.0% | +10.3% | +13.2% |
| 3Y | +39.1% | +78.2% | -39.1% | -4.3% |
| 5Y | +128.8% | +73.2% | +55.5% | +58.5% |
| All | +47.5% | +308.5% | -261.0% | -41.7% |
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