+34.5%
CMS vs SPXU
-80.9%
+115.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.6% |
| 3M | -1.9% | -4.7% | +2.8% | -1.9% |
| 6M | -11.0% | -29.6% | +18.6% | -11.9% |
| YTD | +0.2% | -29.9% | +30.1% | -0.8% |
| 1Y | -1.3% | -39.1% | +37.8% | -2.9% |
| All | +34.5% | -80.9% | +115.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling