+35.7%
CMS vs SPXS
-81.6%
+117.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | -0.5% | +7.5% | -8.0% | +0.2% |
| 30D | +7.2% | +17.5% | -10.3% | +8.7% |
| 3M | -1.3% | +14.7% | -15.9% | 0.0% |
| 6M | -4.3% | -0.1% | -4.2% | -4.2% |
| YTD | +2.1% | -19.7% | +21.8% | +0.4% |
| 1Y | -0.6% | -23.6% | +23.0% | -2.6% |
| 3Y | +38.0% | -79.2% | +117.2% | +17.9% |
| All | +35.7% | -81.6% | +117.3% | +15.2% |
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