-87.9%
CMTG vs SPY
+77.1%
-164.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | +4.8% | +0.5% | +4.2% | +4.3% |
| 30D | -20.6% | -0.9% | -19.7% | -19.8% |
| 3M | -34.2% | +3.9% | -38.1% | -36.5% |
| 6M | -41.2% | +14.5% | -55.7% | -48.0% |
| YTD | -49.7% | +12.9% | -62.6% | -54.8% |
| 1Y | -59.9% | +19.4% | -79.3% | -65.7% |
| 3Y | -85.0% | +78.5% | -163.5% | -90.6% |
| All | -87.9% | +77.1% | -164.9% | -93.0% |
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