+31.6%
CMS vs SNY
-9.6%
+41.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.9% | -3.3% | +1.4% | -1.5% |
| 30D | -4.1% | -2.2% | -1.9% | -3.8% |
| 3M | -7.1% | -3.0% | -4.0% | -6.8% |
| 6M | -10.1% | +2.7% | -12.8% | -10.4% |
| YTD | -1.7% | -6.8% | +5.1% | -1.0% |
| 1Y | -3.4% | -5.3% | +1.9% | -3.0% |
| 3Y | +31.6% | -9.8% | +41.3% | +31.2% |
| All | +31.6% | -9.6% | +41.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling