+485.0%
SPMO vs CMS
+173.6%
+311.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -14.1% | +7.1% | -21.1% | -15.8% |
| 3M | -13.1% | -1.3% | -11.8% | -12.9% |
| 6M | -9.4% | -2.7% | -6.7% | -9.3% |
| YTD | +9.5% | +2.6% | +6.9% | +7.6% |
| 1Y | +10.5% | -2.0% | +12.5% | +10.1% |
| 3Y | +124.4% | +39.6% | +84.8% | +94.7% |
| 5Y | +110.5% | +35.3% | +75.2% | +82.1% |
| 10Y | +450.3% | +132.3% | +317.9% | +346.0% |
| All | +485.0% | +173.6% | +311.4% | +372.9% |
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