+122.2%
CMS vs SFM
+280.6%
-158.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | +0.2% | -7.2% | +7.3% | +0.8% |
| 30D | -1.3% | -14.3% | +13.0% | +0.1% |
| 3M | -5.4% | -13.7% | +8.3% | -4.3% |
| 6M | -10.3% | -6.0% | -4.3% | -10.3% |
| YTD | -0.2% | -8.2% | +8.0% | -0.1% |
| 1Y | -0.9% | -46.2% | +45.4% | +4.5% |
| 3Y | +34.0% | +83.6% | -49.6% | +19.7% |
| 5Y | +23.6% | +212.7% | -189.2% | +2.2% |
| 10Y | +122.2% | +273.0% | -150.8% | +73.0% |
| All | +122.2% | +280.6% | -158.3% | +73.0% |
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