+132.3%
CMS vs SM
+4.9%
+127.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.5% |
| 7D | -0.9% | -22.3% | +21.4% | -0.8% |
| 30D | +7.1% | -21.4% | +28.4% | +7.2% |
| 3M | -1.3% | +1.4% | -2.6% | -1.3% |
| 6M | -2.7% | +0.1% | -2.8% | -2.7% |
| YTD | +2.6% | +59.0% | -56.3% | +2.2% |
| 1Y | -2.0% | +64.3% | -66.3% | -2.4% |
| 3Y | +39.6% | -13.1% | +52.8% | +39.3% |
| 5Y | +35.3% | -13.9% | +49.2% | +35.0% |
| 10Y | +132.3% | +1.7% | +130.7% | +114.6% |
| All | +132.3% | +4.9% | +127.4% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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