-82.9%
CMTL vs SPY
+76.5%
-159.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.6% |
| 30D | -11.0% | -1.4% | -9.7% | -9.1% |
| 3M | -63.4% | +3.7% | -67.1% | -66.4% |
| 6M | -69.9% | +13.0% | -82.9% | -75.7% |
| YTD | -71.1% | +12.4% | -83.5% | -76.4% |
| 1Y | -33.8% | +18.5% | -52.3% | -49.7% |
| All | -82.9% | +76.5% | -159.5% | -90.6% |
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