+38.9%
CMS vs SPXS
-78.8%
+117.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.5% | +7.5% | -8.0% | -0.4% |
| 30D | +7.2% | +17.5% | -10.3% | +7.4% |
| 3M | -1.3% | +14.7% | -15.9% | -1.1% |
| 6M | -4.3% | -0.1% | -4.2% | -4.3% |
| YTD | +2.1% | -19.7% | +21.8% | +1.4% |
| 1Y | -0.6% | -23.6% | +23.0% | -1.3% |
| All | +38.9% | -78.8% | +117.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling