-7.6%
SPOT vs CMS
-4.6%
-3.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +13.5% | +5.3% | +8.2% | +12.7% |
| 3M | +22.2% | -0.3% | +22.6% | +21.8% |
| 6M | +38.3% | -4.0% | +42.3% | +38.8% |
| YTD | +3.1% | +2.1% | +0.9% | +8.2% |
| 1Y | -7.6% | -4.7% | -2.9% | +0.2% |
| All | -7.6% | -4.6% | -3.0% | +0.2% |
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 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