-85.1%
CMTG vs SPY
+75.5%
-160.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.8% |
| 7D | -3.8% | -2.0% | -1.8% | -1.5% |
| 30D | -16.8% | -1.7% | -15.1% | -15.0% |
| 3M | -38.6% | +4.7% | -43.4% | -41.8% |
| 6M | -37.9% | +12.5% | -50.4% | -45.8% |
| YTD | -49.7% | +11.7% | -61.4% | -55.6% |
| 1Y | -59.6% | +17.5% | -77.1% | -66.4% |
| All | -85.1% | +75.5% | -160.6% | -92.9% |
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