+828.4%
SPYM vs CMS
+864.5%
-36.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -3.6% | +3.7% | +1.5% |
| 3M | +2.0% | -1.9% | +3.9% | +2.4% |
| 6M | +13.1% | -11.0% | +24.0% | +17.7% |
| YTD | +13.6% | +0.2% | +13.4% | +12.6% |
| 1Y | +20.1% | -1.3% | +21.4% | +19.5% |
| 3Y | +77.6% | +35.9% | +41.6% | +52.0% |
| 5Y | +82.5% | +23.1% | +59.5% | +60.8% |
| 10Y | +317.6% | +117.9% | +199.7% | +179.4% |
| All | +828.4% | +864.5% | -36.1% | +198.8% |
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