+5.9%
CMSC vs SPY
+80.4%
-74.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.2% | +0.1% | -4.3% | -4.2% |
| 3M | -6.4% | +2.0% | -8.4% | -6.8% |
| 6M | -8.4% | +13.0% | -21.4% | -10.7% |
| YTD | -5.0% | +13.5% | -18.6% | -7.5% |
| 1Y | -7.3% | +20.0% | -27.3% | -10.7% |
| All | +5.9% | +80.4% | -74.5% | -12.6% |
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 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