+1,191.9%
CMS vs SPXS
-100.0%
+1,291.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.9% |
| 7D | -1.1% | +1.5% | -2.6% | -0.7% |
| 30D | +6.6% | +6.3% | +0.2% | +8.0% |
| 3M | +0.8% | +4.2% | -3.4% | +1.9% |
| 6M | -3.3% | -7.9% | +4.6% | -4.3% |
| YTD | +2.7% | -27.5% | +30.2% | -2.1% |
| 1Y | -4.0% | -27.0% | +23.0% | -8.3% |
| 3Y | +37.6% | -80.5% | +118.1% | +6.2% |
| 5Y | +35.4% | -84.0% | +119.4% | +8.5% |
| 10Y | +136.0% | -99.5% | +235.5% | +10.1% |
| All | +1,191.9% | -100.0% | +1,291.9% | +147.6% |
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