+308.8%
SPOT vs CMS
+101.8%
+206.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | +15.1% | +7.1% | +8.0% | +14.8% |
| 3M | +24.8% | -1.3% | +26.1% | +24.8% |
| 6M | +45.8% | -2.7% | +48.4% | +45.9% |
| YTD | +4.9% | +2.6% | +2.3% | +4.9% |
| 1Y | -1.3% | -2.0% | +0.7% | -1.1% |
| 3Y | +257.7% | +39.6% | +218.1% | +251.9% |
| 5Y | +118.5% | +35.3% | +83.2% | +114.9% |
| All | +308.8% | +101.8% | +206.9% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling