+250.1%
SPOT vs CMS
+94.8%
+155.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -6.9% | -1.3% | -5.5% | -6.8% |
| 30D | +4.1% | -2.8% | +6.9% | +4.2% |
| 3M | +3.7% | -7.1% | +10.8% | +4.0% |
| 6M | -1.6% | -10.0% | +8.4% | -1.3% |
| YTD | -10.2% | -0.9% | -9.2% | -10.1% |
| 1Y | -25.9% | -2.0% | -23.9% | -25.8% |
| 3Y | +235.6% | +33.0% | +202.6% | +230.8% |
| 5Y | +110.6% | +24.3% | +86.3% | +107.7% |
| All | +250.1% | +94.8% | +155.3% | +271.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling