+36.9%
CMS vs SM
-20.0%
+57.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -1.3% | -25.9% | +24.6% | -1.5% |
| 30D | +6.3% | -15.1% | +21.4% | +6.2% |
| 3M | -2.1% | +4.9% | -6.9% | -2.0% |
| 6M | -5.1% | +6.1% | -11.2% | -5.1% |
| YTD | +1.3% | +63.4% | -62.2% | +0.8% |
| 1Y | -1.4% | +72.5% | -73.9% | -1.9% |
| 3Y | +36.9% | -16.9% | +53.8% | +33.5% |
| All | +36.9% | -20.0% | +57.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling