0.0%
CMSD vs SPY
+71.5%
-71.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +2.2% | -3.3% | +5.5% | +3.0% |
| 3M | -4.5% | -2.4% | -2.1% | -4.0% |
| 6M | -10.1% | +2.6% | -12.6% | -10.7% |
| YTD | -7.2% | +11.2% | -18.4% | -9.6% |
| 1Y | -9.4% | +13.4% | -22.8% | -12.2% |
| 3Y | +6.0% | +79.9% | -73.9% | -9.4% |
| 5Y | 0.0% | +72.2% | -72.2% | -15.6% |
| All | 0.0% | +71.5% | -71.5% | -15.6% |
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 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