+1,041.5%
CMS vs SM
+1,289.1%
-247.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.2% |
| 7D | +1.7% | -25.1% | +26.8% | +3.1% |
| 30D | +8.6% | -15.6% | +24.2% | +9.4% |
| 3M | -0.5% | +2.7% | -3.2% | -0.9% |
| 6M | -4.2% | -3.8% | -0.3% | -4.5% |
| YTD | +3.4% | +61.8% | -58.4% | +0.1% |
| 1Y | +0.4% | +71.4% | -70.9% | -3.2% |
| 3Y | +38.2% | -20.7% | +58.9% | +37.0% |
| 5Y | +35.4% | -11.5% | +46.9% | +31.2% |
| 10Y | +131.7% | +10.2% | +121.5% | +93.2% |
| All | +1,041.5% | +1,289.1% | -247.5% | +654.4% |
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