-27.3%
SPOT vs CMS
-0.2%
-27.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.2% | -1.3% | +3.5% | +2.2% |
| 3M | +5.4% | -5.4% | +10.8% | +5.8% |
| 6M | -4.0% | -10.3% | +6.3% | -4.1% |
| YTD | -9.9% | -0.2% | -9.7% | -6.3% |
| 1Y | -27.3% | -0.9% | -26.4% | -21.7% |
| All | -27.3% | -0.2% | -27.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling