+27.5%
CMSA vs SPY
+213.5%
-186.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -4.4% | +0.1% | -4.5% | -4.4% |
| 3M | -6.6% | +2.0% | -8.6% | -7.2% |
| 6M | -8.8% | +13.0% | -21.8% | -12.2% |
| YTD | -6.5% | +13.5% | -20.0% | -10.2% |
| 1Y | -8.7% | +20.0% | -28.7% | -13.8% |
| 3Y | +1.3% | +77.2% | -75.8% | -16.2% |
| 5Y | -1.8% | +81.9% | -83.7% | -20.2% |
| All | +27.5% | +213.5% | -186.0% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling