+32.7%
CMSC vs SPY
+196.5%
-163.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -6.4% | +2.0% | -8.4% | -7.0% |
| 6M | -8.4% | +13.0% | -21.4% | -12.0% |
| YTD | -5.0% | +13.5% | -18.6% | -8.9% |
| 1Y | -7.3% | +20.0% | -27.3% | -12.7% |
| 3Y | +5.1% | +77.2% | -72.0% | -13.9% |
| 5Y | +4.2% | +81.9% | -77.7% | -16.2% |
| All | +32.7% | +196.5% | -163.8% | -16.2% |
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