+122.2%
CMS vs SPYG
+412.5%
-290.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | -1.3% | -1.7% | +0.4% | -0.8% |
| 3M | -5.4% | +3.6% | -9.0% | -6.6% |
| 6M | -10.3% | +16.6% | -26.9% | -14.8% |
| YTD | -0.2% | +13.4% | -13.6% | -4.5% |
| 1Y | -0.9% | +19.6% | -20.5% | -6.9% |
| 3Y | +34.0% | +99.8% | -65.8% | +1.9% |
| 5Y | +23.6% | +85.0% | -61.4% | -5.0% |
| 10Y | +122.2% | +422.1% | -299.9% | -2.1% |
| All | +122.2% | +412.5% | -290.3% | -2.1% |
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