+25.3%
CMSD vs SPY
+203.7%
-178.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.9% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +2.2% | -3.3% | +5.5% | +3.3% |
| 3M | -4.5% | -2.4% | -2.1% | -3.8% |
| 6M | -10.1% | +2.6% | -12.6% | -10.9% |
| YTD | -7.2% | +11.2% | -18.4% | -10.5% |
| 1Y | -9.4% | +13.4% | -22.8% | -13.3% |
| 3Y | +6.0% | +79.9% | -73.9% | -14.3% |
| 5Y | 0.0% | +72.2% | -72.2% | -18.4% |
| All | +25.3% | +203.7% | -178.4% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling