+25.6%
CNMD vs SPY
+322.5%
-296.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.8% |
| 7D | -6.1% | -0.8% | -5.4% | -5.3% |
| 30D | -6.4% | -1.1% | -5.4% | -5.3% |
| 3M | +34.6% | +3.9% | +30.7% | +28.5% |
| 6M | +20.6% | +13.6% | +7.0% | +3.7% |
| YTD | +14.0% | +12.7% | +1.4% | -1.1% |
| 1Y | -14.0% | +17.5% | -31.5% | -29.1% |
| 3Y | -56.4% | +76.9% | -133.3% | -78.6% |
| 5Y | -60.8% | +83.6% | -144.4% | -81.3% |
| All | +25.6% | +322.5% | -296.8% | -77.8% |
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