+35.1%
CMS vs SPYG
+103.0%
-67.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -1.9% | +0.5% | -2.5% | -1.7% |
| 6M | -11.0% | +17.5% | -28.4% | -10.1% |
| YTD | +0.2% | +14.3% | -14.1% | +1.1% |
| 1Y | -1.3% | +21.7% | -23.0% | -0.2% |
| All | +35.1% | +103.0% | -67.9% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling