-1.4%
CMS vs SPG
+31.7%
-33.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -1.3% | +4.9% | -6.2% | -3.3% |
| 30D | +6.3% | +15.6% | -9.3% | +0.1% |
| 3M | -2.1% | +4.1% | -6.1% | -3.9% |
| 6M | -5.1% | +13.6% | -18.7% | -9.8% |
| YTD | +1.3% | +27.5% | -26.3% | -7.0% |
| 1Y | -1.4% | +32.2% | -33.6% | -11.3% |
| All | -1.4% | +31.7% | -33.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling