+34.9%
CMS vs SPY
+74.0%
-39.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.3% | +3.3% | -4.6% | -2.0% |
| 30D | +5.3% | -2.7% | +7.9% | +5.9% |
| 3M | -0.3% | -1.7% | +1.4% | 0.0% |
| 6M | -4.0% | +3.1% | -7.1% | -5.0% |
| YTD | +2.1% | +11.9% | -9.8% | -1.3% |
| 1Y | -4.7% | +12.0% | -16.7% | -8.0% |
| 3Y | +36.8% | +78.2% | -41.4% | +9.8% |
| 5Y | +34.9% | +73.2% | -38.4% | +4.1% |
| All | +34.9% | +74.0% | -39.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling