+123.5%
CMS vs SFM
+138.2%
-14.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +7.2% | -24.8% | +31.9% | +9.6% |
| 3M | -1.3% | -43.7% | +42.4% | +3.7% |
| 6M | -4.3% | -37.3% | +32.9% | -0.8% |
| YTD | +2.1% | -38.4% | +40.4% | +5.6% |
| 1Y | -0.6% | -36.9% | +36.3% | +2.6% |
| 3Y | +38.0% | +20.7% | +17.4% | +27.5% |
| 5Y | +33.6% | +103.5% | -69.9% | +14.1% |
| All | +123.5% | +138.2% | -14.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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