+301.7%
SPOT vs CMS
+100.9%
+200.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | -2.6% | -1.3% | -1.3% | -2.5% |
| 30D | +13.5% | +5.3% | +8.2% | +13.3% |
| 3M | +22.2% | -0.3% | +22.6% | +22.2% |
| 6M | +38.3% | -4.0% | +42.3% | +38.5% |
| YTD | +3.1% | +2.1% | +0.9% | +3.1% |
| 1Y | -7.6% | -4.7% | -2.9% | -7.4% |
| 3Y | +250.0% | +36.8% | +213.2% | +244.8% |
| 5Y | +113.3% | +34.9% | +78.5% | +109.9% |
| All | +301.7% | +100.9% | +200.8% | +326.2% |
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 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