+927.0%
CMS vs SPXU
-100.0%
+1,027.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.6% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -1.0% |
| 30D | +7.1% | +9.7% | -2.6% | +9.0% |
| 3M | -1.3% | +8.4% | -9.7% | +0.4% |
| 6M | -2.7% | -5.7% | +3.1% | -3.2% |
| YTD | +2.6% | -25.4% | +28.1% | -1.6% |
| 1Y | -2.0% | -28.9% | +26.9% | -6.6% |
| 3Y | +39.6% | -81.2% | +120.8% | +7.8% |
| 5Y | +35.3% | -83.3% | +118.6% | +10.0% |
| 10Y | +132.3% | -99.5% | +231.8% | +10.1% |
| All | +927.0% | -100.0% | +1,027.0% | +129.0% |
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