+24.7%
CMS vs SPXU
-86.1%
+110.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.1% |
| 30D | -3.2% | +3.7% | -6.9% | -2.8% |
| 3M | -2.2% | -9.6% | +7.4% | -2.9% |
| 6M | -9.4% | -32.4% | +22.9% | -12.4% |
| YTD | +0.7% | -28.7% | +29.4% | -2.0% |
| 1Y | +0.4% | -38.2% | +38.6% | -3.6% |
| 3Y | +35.2% | -80.4% | +115.6% | +15.7% |
| All | +24.7% | -86.1% | +110.7% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling