+103.1%
CNM vs SPY
+88.1%
+15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.5% |
| 7D | -8.3% | -0.8% | -7.6% | -7.5% |
| 30D | -11.8% | -1.1% | -10.7% | -10.7% |
| 3M | -18.9% | +3.9% | -22.7% | -22.2% |
| 6M | -17.4% | +13.6% | -31.0% | -28.2% |
| YTD | -21.8% | +12.7% | -34.5% | -31.5% |
| 1Y | -17.9% | +17.5% | -35.4% | -31.2% |
| 3Y | +34.4% | +76.9% | -42.5% | -28.1% |
| 5Y | +48.2% | +83.6% | -35.3% | -21.8% |
| All | +103.1% | +88.1% | +15.0% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling