+24.1%
CMS vs SPXS
-85.9%
+110.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.6% |
| 7D | +1.2% | -1.5% | +2.8% | +1.1% |
| 30D | -3.2% | +3.7% | -6.8% | -2.8% |
| 3M | -2.2% | -9.6% | +7.4% | -2.9% |
| 6M | -9.4% | -32.4% | +23.0% | -12.3% |
| YTD | +0.7% | -28.7% | +29.3% | -2.0% |
| 1Y | +0.4% | -38.1% | +38.4% | -3.5% |
| 3Y | +35.2% | -80.1% | +115.3% | +16.1% |
| 5Y | +24.1% | -85.9% | +110.0% | +3.2% |
| All | +24.1% | -85.9% | +110.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling