+25.0%
SPMO vs CMS
-10.9%
+36.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +2.0% | +0.4% | +1.6% | +2.1% |
| 30D | -0.4% | -3.6% | +3.2% | -1.7% |
| 3M | -1.9% | -1.9% | 0.0% | -4.3% |
| 6M | +25.0% | -11.0% | +36.0% | +23.2% |
| All | +25.0% | -10.9% | +36.0% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling