+132.3%
CMS vs SPXU
-99.5%
+231.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.6% | -0.5% |
| 7D | -0.9% | -1.5% | +0.6% | -1.0% |
| 30D | +7.1% | +9.7% | -2.6% | +8.7% |
| 3M | -1.3% | +8.4% | -9.7% | +0.2% |
| 6M | -2.7% | -5.7% | +3.1% | -3.1% |
| YTD | +2.6% | -25.4% | +28.1% | -1.0% |
| 1Y | -2.0% | -28.9% | +26.9% | -6.1% |
| 3Y | +39.6% | -81.2% | +120.8% | +10.5% |
| 5Y | +35.3% | -83.3% | +118.6% | +12.3% |
| 10Y | +132.3% | -99.5% | +231.8% | +17.5% |
| All | +132.3% | -99.5% | +231.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling