+140.2%
CMS vs SPXS
-99.5%
+239.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.9% |
| 7D | +1.7% | -7.5% | +9.2% | +0.6% |
| 30D | +6.2% | +5.3% | +0.9% | +7.2% |
| 3M | +0.6% | +9.7% | -9.1% | +2.3% |
| 6M | -1.8% | -4.6% | +2.8% | -2.0% |
| YTD | +3.8% | -25.8% | +29.6% | +0.1% |
| 1Y | -1.8% | -28.8% | +27.0% | -5.9% |
| 3Y | +39.8% | -80.2% | +120.0% | +11.7% |
| 5Y | +37.1% | -83.2% | +120.3% | +13.9% |
| All | +140.2% | -99.5% | +239.7% | +22.1% |
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