+115.8%
CMS vs SFM
+293.3%
-177.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.1% |
| 7D | +1.2% | -5.8% | +7.0% | +1.8% |
| 30D | -3.2% | -11.4% | +8.2% | -2.1% |
| 3M | -2.2% | -12.2% | +10.0% | -1.2% |
| 6M | -9.4% | -5.2% | -4.3% | -9.5% |
| YTD | +0.7% | -4.5% | +5.2% | +0.4% |
| 1Y | +0.4% | -45.4% | +45.7% | +5.6% |
| 3Y | +35.2% | +91.1% | -55.9% | +20.3% |
| 5Y | +24.1% | +226.8% | -202.7% | +2.3% |
| 10Y | +115.8% | +291.9% | -176.1% | +67.9% |
| All | +115.8% | +293.3% | -177.5% | +67.9% |
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