+312.6%
SPYM vs CMS
+136.3%
+176.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.3% | -1.3% | +4.5% | +3.7% |
| 30D | -2.6% | +5.3% | -7.9% | -4.4% |
| 3M | -1.7% | -0.3% | -1.4% | -1.8% |
| 6M | +3.1% | -4.0% | +7.2% | +4.1% |
| YTD | +12.0% | +2.1% | +9.9% | +10.2% |
| 1Y | +12.1% | -4.7% | +16.8% | +13.1% |
| 3Y | +78.5% | +36.8% | +41.7% | +54.5% |
| 5Y | +73.8% | +34.9% | +39.0% | +49.1% |
| All | +312.6% | +136.3% | +176.4% | +225.0% |
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 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