+27.3%
CMS vs SN
+681.9%
-654.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.5% |
| 7D | -0.9% | +7.6% | -8.6% | -1.1% |
| 30D | +7.1% | +24.1% | -17.0% | +6.6% |
| 3M | -1.3% | +23.7% | -25.0% | -1.7% |
| 6M | -2.7% | +105.5% | -108.2% | -4.0% |
| YTD | +2.6% | +105.1% | -102.5% | +1.1% |
| 1Y | -2.0% | +148.3% | -150.3% | -3.7% |
| 3Y | +39.6% | +438.7% | -399.0% | +31.3% |
| All | +27.3% | +681.9% | -654.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling