+132.3%
CMS vs SPY
+315.0%
-182.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +7.1% | -3.3% | +10.4% | +8.5% |
| 3M | -1.3% | -2.4% | +1.1% | -0.4% |
| 6M | -2.7% | +2.6% | -5.2% | -4.2% |
| YTD | +2.6% | +11.2% | -8.6% | -2.8% |
| 1Y | -2.0% | +13.4% | -15.4% | -8.1% |
| 3Y | +39.6% | +79.9% | -40.3% | +1.8% |
| 5Y | +35.3% | +72.2% | -36.8% | -0.4% |
| 10Y | +132.3% | +307.3% | -175.0% | +4.5% |
| All | +132.3% | +315.0% | -182.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling