-1.8%
CMS vs SN
+141.7%
-143.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.7% |
| 30D | +6.2% | +21.5% | -15.3% | +5.7% |
| 3M | +0.6% | +20.0% | -19.4% | +0.2% |
| 6M | -1.8% | +119.9% | -121.7% | -3.3% |
| YTD | +3.8% | +102.3% | -98.5% | +2.4% |
| 1Y | -1.8% | +148.0% | -149.8% | -1.0% |
| All | -1.8% | +141.7% | -143.5% | -1.0% |
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