+140.2%
CMS vs SM
+18.0%
+122.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | +9.4% | -7.7% | +1.7% |
| 30D | +6.2% | -14.4% | +20.5% | +6.3% |
| 3M | +0.6% | +1.6% | -0.9% | +0.6% |
| 6M | -1.8% | +6.3% | -8.1% | -1.9% |
| YTD | +3.8% | +78.8% | -74.9% | +3.4% |
| 1Y | -1.8% | +83.1% | -84.9% | -2.3% |
| 3Y | +39.8% | -5.9% | +45.7% | +39.5% |
| 5Y | +37.1% | +4.8% | +32.3% | +36.6% |
| All | +140.2% | +18.0% | +122.2% | +122.2% |
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