+24.7%
CMSA vs SPY
+210.0%
-185.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +1.5% | -2.4% | +3.8% | +2.1% |
| 3M | -5.2% | -1.2% | -4.0% | -4.9% |
| 6M | -11.0% | +3.3% | -14.3% | -12.0% |
| YTD | -8.6% | +12.3% | -20.9% | -11.9% |
| 1Y | -12.0% | +12.4% | -24.5% | -15.3% |
| 3Y | +1.0% | +78.8% | -77.8% | -16.8% |
| 5Y | -4.2% | +75.2% | -79.4% | -21.2% |
| All | +24.7% | +210.0% | -185.4% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling