+1,017.3%
CMS vs SM
+1,302.7%
-285.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -1.3% | -25.9% | +24.6% | +0.1% |
| 30D | +6.3% | -15.1% | +21.4% | +7.1% |
| 3M | -2.1% | +4.9% | -6.9% | -2.5% |
| 6M | -5.1% | +6.1% | -11.2% | -5.8% |
| YTD | +1.3% | +63.4% | -62.2% | -2.1% |
| 1Y | -1.4% | +72.5% | -73.9% | -5.0% |
| 3Y | +36.9% | -16.9% | +53.8% | +35.4% |
| 5Y | +32.5% | -10.6% | +43.2% | +28.3% |
| 10Y | +126.8% | +11.3% | +115.5% | +89.0% |
| All | +1,017.3% | +1,302.7% | -285.4% | +638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling