+37.3%
CMS vs SPG
+112.6%
-75.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | -3.6% | -6.8% | +3.2% | -1.8% |
| 3M | -1.9% | +2.7% | -4.6% | -2.5% |
| 6M | -11.0% | +5.5% | -16.4% | -12.1% |
| YTD | +0.2% | +15.7% | -15.5% | -3.3% |
| 1Y | -1.3% | +20.9% | -22.2% | -5.8% |
| All | +37.3% | +112.6% | -75.3% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling