+3,017.7%
SPY vs CMS
+948.2%
+2,069.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -3.7% | +7.4% | -11.1% | -5.7% |
| 3M | -2.7% | +1.9% | -4.6% | -3.4% |
| 6M | +2.2% | -2.3% | +4.5% | +2.5% |
| YTD | +10.8% | +3.0% | +7.9% | +9.2% |
| 1Y | +11.2% | -2.8% | +14.0% | +11.4% |
| 3Y | +76.5% | +37.9% | +38.6% | +58.1% |
| 5Y | +72.9% | +34.0% | +39.0% | +55.1% |
| 10Y | +304.8% | +138.1% | +166.7% | +205.1% |
| All | +3,017.7% | +948.2% | +2,069.5% | +1,325.6% |
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