+2.7%
CMSA vs SPY
+78.7%
-76.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -3.5% | -0.9% | -2.5% | -3.3% |
| 3M | -5.2% | +3.9% | -9.1% | -6.0% |
| 6M | -7.6% | +14.5% | -22.1% | -10.4% |
| YTD | -6.0% | +12.9% | -18.9% | -8.5% |
| 1Y | -9.8% | +19.4% | -29.2% | -13.3% |
| 3Y | +2.7% | +78.5% | -75.7% | -17.1% |
| All | +2.7% | +78.7% | -76.0% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling