+924.2%
CMS vs SPY
+2,954.7%
-2,030.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -1.3% | -2.7% | +1.4% | +0.2% |
| 30D | +6.3% | -5.4% | +11.7% | +9.5% |
| 3M | -2.1% | -4.1% | +2.0% | +0.1% |
| 6M | -5.1% | +0.7% | -5.8% | -6.1% |
| YTD | +1.3% | +8.7% | -7.4% | -4.4% |
| 1Y | -1.4% | +10.9% | -12.3% | -8.0% |
| 3Y | +36.9% | +75.0% | -38.1% | -4.8% |
| 5Y | +32.5% | +67.8% | -35.3% | -7.1% |
| 10Y | +126.8% | +312.9% | -186.1% | -11.9% |
| All | +924.2% | +2,954.7% | -2,030.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling