+809.6%
SPYM vs CMS
+887.9%
-78.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -3.3% | +7.1% | -10.4% | -6.0% |
| 3M | -2.4% | -1.3% | -1.1% | -2.1% |
| 6M | +2.6% | -2.7% | +5.3% | +3.1% |
| YTD | +11.3% | +2.6% | +8.7% | +9.1% |
| 1Y | +13.5% | -2.0% | +15.5% | +13.3% |
| 3Y | +80.3% | +39.6% | +40.7% | +52.8% |
| 5Y | +72.7% | +35.3% | +37.4% | +46.1% |
| 10Y | +312.2% | +132.3% | +179.9% | +168.4% |
| All | +809.6% | +887.9% | -78.3% | +189.5% |
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