+136.2%
CMS vs SPYG
+397.7%
-261.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.3% | +4.2% | -5.5% | -2.4% |
| 30D | +5.3% | -7.4% | +12.7% | +7.3% |
| 3M | -0.3% | -5.3% | +4.9% | +0.9% |
| 6M | -4.0% | -1.2% | -2.9% | -4.3% |
| YTD | +2.1% | +9.0% | -6.9% | -1.4% |
| 1Y | -4.7% | +8.8% | -13.5% | -8.0% |
| 3Y | +36.8% | +92.8% | -56.0% | +5.0% |
| 5Y | +34.9% | +69.3% | -34.4% | +7.5% |
| All | +136.2% | +397.7% | -261.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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