+120.3%
CNM vs SPY
+88.5%
+31.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +4.7% | +0.5% | +4.2% | +4.1% |
| 30D | -5.3% | -0.9% | -4.4% | -4.3% |
| 3M | -15.6% | +3.9% | -19.4% | -19.0% |
| 6M | -11.6% | +14.5% | -26.1% | -23.9% |
| YTD | -15.2% | +12.9% | -28.1% | -25.8% |
| 1Y | -33.8% | +19.4% | -53.2% | -45.6% |
| 3Y | +48.8% | +78.5% | -29.7% | -21.2% |
| 5Y | +69.4% | +81.8% | -12.4% | -7.9% |
| All | +120.3% | +88.5% | +31.8% | +6.0% |
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 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