+36.5%
CMTL vs SPY
+3,074.3%
-3,037.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -9.2% | -0.9% | -8.3% | -8.5% |
| 3M | -65.1% | +3.9% | -69.0% | -66.6% |
| 6M | -68.7% | +14.5% | -83.2% | -72.1% |
| YTD | -70.3% | +12.9% | -83.2% | -73.2% |
| 1Y | -33.8% | +19.4% | -53.1% | -42.6% |
| 3Y | -83.8% | +78.5% | -162.3% | -89.7% |
| 5Y | -93.4% | +81.8% | -175.2% | -95.8% |
| 10Y | -86.1% | +311.5% | -397.6% | -95.0% |
| All | +36.5% | +3,074.3% | -3,037.7% | -87.7% |
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