+1,160.2%
CMS vs SPXS
-100.0%
+1,260.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | 0.0% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.4% |
| 3M | -1.9% | -4.7% | +2.8% | -2.6% |
| 6M | -11.0% | -29.6% | +18.7% | -15.9% |
| YTD | +0.2% | -29.8% | +30.0% | -5.3% |
| 1Y | -1.3% | -38.9% | +37.6% | -8.9% |
| 3Y | +35.9% | -79.6% | +115.6% | +6.0% |
| 5Y | +23.1% | -85.9% | +109.0% | -4.0% |
| 10Y | +117.9% | -99.5% | +217.4% | +1.0% |
| All | +1,160.2% | -100.0% | +1,260.2% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling