-1.7%
CMSA vs SPY
+81.0%
-82.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -3.4% | -1.4% | -2.1% | -3.1% |
| 3M | -5.7% | +3.7% | -9.4% | -6.5% |
| 6M | -8.2% | +13.0% | -21.2% | -10.9% |
| YTD | -6.6% | +12.4% | -19.0% | -9.2% |
| 1Y | -10.0% | +18.5% | -28.5% | -13.6% |
| 3Y | +2.1% | +77.6% | -75.6% | -12.1% |
| 5Y | -1.7% | +81.7% | -83.4% | -17.6% |
| All | -1.7% | +81.0% | -82.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling