-1.4%
CMS vs SFM
-38.0%
+36.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -2.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +6.3% | -24.8% | +31.1% | +7.1% |
| 3M | -2.1% | -43.7% | +41.6% | -0.1% |
| 6M | -5.1% | -37.3% | +32.2% | -3.8% |
| YTD | +1.3% | -38.4% | +39.6% | +2.2% |
| 1Y | -1.4% | -36.9% | +35.5% | -0.2% |
| All | -1.4% | -38.0% | +36.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling