+110.2%
SPOT vs CMS
+32.6%
+77.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.7% |
| 30D | +17.6% | +6.3% | +11.2% | +17.3% |
| 3M | +26.9% | -2.1% | +29.0% | +27.0% |
| 6M | +41.8% | -5.1% | +46.9% | +42.1% |
| YTD | +3.8% | +1.3% | +2.6% | +4.0% |
| 1Y | -2.5% | -1.4% | -1.1% | -2.2% |
| 3Y | +260.6% | +36.9% | +223.6% | +250.1% |
| All | +110.2% | +32.6% | +77.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling