+24.3%
CMS vs SN
+490.7%
-466.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | +0.4% | -9.3% | +9.7% | +0.5% |
| 30D | -3.6% | -4.8% | +1.2% | -3.5% |
| 3M | -1.9% | +40.4% | -42.3% | -2.6% |
| 6M | -11.0% | +50.9% | -61.9% | -11.7% |
| YTD | +0.2% | +54.9% | -54.7% | -0.7% |
| 1Y | -1.3% | +43.0% | -44.3% | -2.0% |
| 3Y | +35.9% | +391.8% | -355.9% | +27.4% |
| All | +24.3% | +490.7% | -466.4% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling