-3.2%
CMSA vs SPY
+72.2%
-75.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +0.4% | -3.7% | +4.1% | +1.3% |
| 3M | -5.0% | -2.7% | -2.2% | -4.4% |
| 6M | -10.5% | +2.2% | -12.6% | -11.0% |
| YTD | -8.1% | +10.8% | -18.9% | -10.4% |
| 1Y | -11.8% | +11.2% | -23.1% | -14.2% |
| 3Y | +1.6% | +76.5% | -74.9% | -12.5% |
| 5Y | -3.2% | +72.9% | -76.2% | -18.4% |
| All | -3.2% | +72.2% | -75.4% | -18.4% |
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