+72.6%
SPY vs CMS
+36.3%
+36.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | -2.0% | +6.2% | -8.2% | -3.2% |
| 3M | -2.8% | +0.6% | -3.4% | -3.0% |
| 6M | +2.1% | -1.8% | +3.9% | +2.2% |
| YTD | +11.5% | +3.8% | +7.6% | +9.8% |
| 1Y | +13.5% | -1.8% | +15.2% | +13.3% |
| 3Y | +77.7% | +39.8% | +37.9% | +57.7% |
| All | +72.6% | +36.3% | +36.2% | +55.0% |
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