+258.3%
CMS vs SFM
+132.6%
+125.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -3.6% | -4.4% | +0.8% | -3.3% |
| 3M | -1.9% | +1.5% | -3.4% | -2.3% |
| 6M | -11.0% | +6.5% | -17.4% | -11.8% |
| YTD | +0.2% | +2.2% | -2.0% | -0.5% |
| 1Y | -1.3% | -41.9% | +40.6% | +2.4% |
| 3Y | +35.9% | +106.8% | -70.8% | +23.8% |
| 5Y | +23.1% | +231.6% | -208.5% | +6.5% |
| 10Y | +117.9% | +258.4% | -140.5% | +82.8% |
| All | +258.3% | +132.6% | +125.7% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling