+307.3%
SPY vs CMS
+127.7%
+179.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -3.3% | +7.1% | -10.4% | -5.6% |
| 3M | -2.4% | -1.3% | -1.1% | -2.2% |
| 6M | +2.6% | -2.7% | +5.2% | +3.0% |
| YTD | +11.2% | +2.6% | +8.6% | +9.4% |
| 1Y | +13.4% | -2.0% | +15.4% | +13.2% |
| 3Y | +79.9% | +39.6% | +40.3% | +54.9% |
| 5Y | +72.2% | +35.3% | +36.8% | +48.0% |
| 10Y | +307.3% | +132.3% | +175.0% | +218.4% |
| All | +307.3% | +127.7% | +179.6% | +218.4% |
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