-1.4%
CMS vs SN
+137.4%
-138.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.2% |
| 7D | -1.3% | +7.2% | -8.5% | -1.5% |
| 30D | +6.3% | +20.4% | -14.1% | +5.8% |
| 3M | -2.1% | +23.9% | -26.0% | -2.6% |
| 6M | -5.1% | +93.0% | -98.1% | -6.6% |
| YTD | +1.3% | +99.2% | -98.0% | -0.4% |
| 1Y | -1.4% | +142.6% | -144.0% | -1.4% |
| All | -1.4% | +137.4% | -138.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling