+161.1%
CMTV vs SPY
+80.7%
+80.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.8% |
| 30D | -0.7% | -1.7% | +1.0% | -0.6% |
| 3M | +0.6% | +4.7% | -4.1% | +0.4% |
| 6M | +25.5% | +12.5% | +13.0% | +24.5% |
| YTD | +67.6% | +11.7% | +55.8% | +66.3% |
| 1Y | +90.8% | +17.5% | +73.3% | +88.5% |
| 3Y | +181.3% | +76.6% | +104.7% | +164.6% |
| All | +161.1% | +80.7% | +80.3% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling