+26.6%
CMSD vs SPY
+210.0%
-183.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -7.1% | +2.0% | -9.1% | -7.7% |
| 6M | -8.2% | +13.0% | -21.3% | -11.9% |
| YTD | -6.2% | +13.5% | -19.8% | -10.1% |
| 1Y | -8.0% | +20.0% | -27.9% | -13.5% |
| 3Y | +3.7% | +77.2% | -73.5% | -15.6% |
| 5Y | +3.1% | +81.9% | -78.7% | -17.6% |
| All | +26.6% | +210.0% | -183.4% | -21.8% |
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