-0.1%
CMSC vs SPY
+67.4%
-67.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | -2.7% | +4.2% | +2.1% |
| 30D | +1.6% | -5.4% | +7.0% | +3.0% |
| 3M | -6.0% | -4.1% | -1.9% | -5.0% |
| 6M | -9.7% | +0.7% | -10.5% | -10.0% |
| YTD | -6.8% | +8.7% | -15.5% | -8.8% |
| 1Y | -9.8% | +10.9% | -20.7% | -12.2% |
| 3Y | +4.7% | +75.0% | -70.3% | -10.7% |
| All | -0.1% | +67.4% | -67.5% | -16.1% |
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 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