+902.8%
CMS vs SPXU
-100.0%
+1,002.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.4% |
| 3M | -1.9% | -4.7% | +2.8% | -2.5% |
| 6M | -11.0% | -29.6% | +18.6% | -15.8% |
| YTD | +0.2% | -29.9% | +30.1% | -5.1% |
| 1Y | -1.3% | -39.1% | +37.8% | -8.6% |
| 3Y | +35.9% | -80.0% | +115.9% | +6.4% |
| 5Y | +23.1% | -86.0% | +109.1% | -3.4% |
| 10Y | +117.9% | -99.5% | +217.4% | +2.2% |
| All | +902.8% | -100.0% | +1,002.8% | +120.7% |
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