+429.7%
CMT vs SPY
+3,091.8%
-2,662.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +1.9% | +2.0% | -0.1% | +1.1% |
| 6M | +24.9% | +13.0% | +11.9% | +18.7% |
| YTD | +20.3% | +13.5% | +6.8% | +14.1% |
| 1Y | +24.0% | +20.0% | +4.0% | +14.9% |
| 3Y | -11.9% | +77.2% | -89.1% | -30.2% |
| 5Y | +75.4% | +81.9% | -6.5% | +36.6% |
| 10Y | +60.9% | +314.1% | -253.2% | -6.6% |
| All | +429.7% | +3,091.8% | -2,662.1% | +286.7% |
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 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