+913.3%
CMS vs SPXU
-100.0%
+1,013.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.2% |
| 7D | -1.3% | +7.6% | -8.9% | +0.1% |
| 30D | +6.3% | +17.5% | -11.2% | +9.4% |
| 3M | -2.1% | +14.7% | -16.7% | +0.5% |
| 6M | -5.1% | -0.1% | -5.0% | -4.7% |
| YTD | +1.3% | -19.8% | +21.1% | -1.7% |
| 1Y | -1.4% | -23.7% | +22.3% | -5.0% |
| 3Y | +36.9% | -79.5% | +116.4% | +7.3% |
| 5Y | +32.5% | -81.9% | +114.4% | +9.2% |
| 10Y | +126.8% | -99.5% | +226.3% | +6.2% |
| All | +913.3% | -100.0% | +1,013.3% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling