-14.3%
CMSA vs SPY
+12.1%
-26.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -3.7% | +2.6% | -6.3% | -4.3% |
| 30D | -2.2% | -2.0% | -0.2% | -1.8% |
| 3M | -8.4% | -2.8% | -5.6% | -7.9% |
| 6M | -13.7% | +2.1% | -15.8% | -14.2% |
| YTD | -11.7% | +11.5% | -23.2% | -13.8% |
| 1Y | -14.3% | +13.5% | -27.8% | -16.8% |
| All | -14.3% | +12.1% | -26.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling