+115.2%
CMS vs SM
+5.6%
+109.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | +26.3% | -29.9% | -3.7% |
| 3M | -1.9% | +8.7% | -10.6% | -2.0% |
| 6M | -11.0% | +51.7% | -62.7% | -11.3% |
| YTD | +0.2% | +99.0% | -98.8% | -0.3% |
| 1Y | -1.3% | +34.6% | -35.9% | -1.6% |
| 3Y | +35.9% | -7.8% | +43.7% | +35.6% |
| 5Y | +23.1% | +104.8% | -81.7% | +22.3% |
| All | +115.2% | +5.6% | +109.6% | +102.0% |
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