+2,956.9%
SPY vs CMS
+930.8%
+2,026.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -5.4% | +6.3% | -11.7% | -7.1% |
| 3M | -4.1% | -2.1% | -2.0% | -3.7% |
| 6M | +0.7% | -5.1% | +5.8% | +1.8% |
| YTD | +8.7% | +1.3% | +7.4% | +7.6% |
| 1Y | +10.9% | -1.4% | +12.3% | +10.6% |
| 3Y | +75.0% | +36.9% | +38.1% | +57.1% |
| 5Y | +67.8% | +32.5% | +35.3% | +50.9% |
| 10Y | +312.9% | +126.8% | +186.1% | +215.2% |
| All | +2,956.9% | +930.8% | +2,026.1% | +1,304.3% |
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