+136.2%
CMS vs SPG
+114.5%
+21.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | +3.1% | -4.4% | -1.8% |
| 30D | +5.3% | +16.4% | -11.2% | +2.5% |
| 3M | -0.3% | +7.1% | -7.4% | -1.5% |
| 6M | -4.0% | +16.1% | -20.1% | -6.5% |
| YTD | +2.1% | +30.4% | -28.3% | -2.5% |
| 1Y | -4.7% | +33.0% | -37.7% | -9.3% |
| 3Y | +36.8% | +134.6% | -97.8% | +17.8% |
| 5Y | +34.9% | +84.9% | -50.0% | +18.9% |
| All | +136.2% | +114.5% | +21.7% | +112.6% |
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