+122.2%
CMS vs SPXS
-99.5%
+221.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -0.7% |
| 7D | +0.2% | +1.2% | -1.1% | +0.4% |
| 30D | -1.3% | +5.2% | -6.5% | -0.5% |
| 3M | -5.4% | -9.2% | +3.8% | -6.6% |
| 6M | -10.3% | -29.6% | +19.3% | -14.6% |
| YTD | -0.2% | -27.6% | +27.4% | -4.4% |
| 1Y | -0.9% | -36.7% | +35.9% | -6.8% |
| 3Y | +34.0% | -79.8% | +113.8% | +7.5% |
| 5Y | +23.6% | -85.9% | +109.4% | -0.7% |
| 10Y | +122.2% | -99.5% | +221.8% | +11.3% |
| All | +122.2% | -99.5% | +221.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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