+121.7%
CMS vs SPG
+109.7%
+12.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | +6.3% | +15.6% | -9.3% | +3.7% |
| 3M | -2.1% | +4.1% | -6.1% | -2.7% |
| 6M | -5.1% | +13.6% | -18.7% | -7.2% |
| YTD | +1.3% | +27.5% | -26.3% | -2.9% |
| 1Y | -1.4% | +32.2% | -33.6% | -6.0% |
| 3Y | +36.9% | +126.0% | -89.1% | +18.6% |
| 5Y | +32.5% | +74.7% | -42.2% | +17.9% |
| All | +121.7% | +109.7% | +12.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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