+491.9%
SPCX vs CMS
+14.8%
+477.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -3.7% |
| 7D | +2.8% | -1.1% | +3.9% | -3.9% |
| 30D | -14.5% | +6.6% | -21.1% | +23.2% |
| 3M | +4.8% | +0.8% | +4.0% | -1.8% |
| 6M | +535.8% | -9.0% | +544.8% | +275.0% |
| YTD | +541.5% | +2.7% | +538.8% | +278.6% |
| 1Y | +443.5% | -4.0% | +447.6% | +220.0% |
| All | +491.9% | +14.8% | +477.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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