+1,306.6%
CMTV vs SPY
+872.3%
+434.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +1.5% | +0.5% | +0.9% | +1.4% |
| 30D | +2.4% | -0.9% | +3.4% | +2.5% |
| 3M | +6.9% | +3.9% | +3.0% | +6.6% |
| 6M | +36.6% | +14.5% | +22.0% | +34.9% |
| YTD | +68.8% | +12.9% | +55.9% | +66.9% |
| 1Y | +91.0% | +19.4% | +71.6% | +87.9% |
| 3Y | +183.4% | +78.5% | +105.0% | +168.1% |
| 5Y | +160.2% | +81.8% | +78.4% | +144.8% |
| 10Y | +350.1% | +311.5% | +38.6% | +299.3% |
| All | +1,306.6% | +872.3% | +434.4% | +1,042.2% |
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