+1,104.4%
CMS vs SNY
+242.6%
+861.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.2% | -3.6% | +3.8% | +1.4% |
| 30D | -1.3% | -1.4% | +0.2% | -0.9% |
| 3M | -5.4% | -4.2% | -1.2% | -4.3% |
| 6M | -10.3% | +2.0% | -12.3% | -11.2% |
| YTD | -0.2% | -6.7% | +6.4% | +1.5% |
| 1Y | -0.9% | -4.7% | +3.8% | -0.2% |
| 3Y | +34.0% | -8.1% | +42.1% | +32.7% |
| 5Y | +23.6% | +8.2% | +15.3% | +13.5% |
| 10Y | +122.2% | +64.8% | +57.4% | +70.6% |
| All | +1,104.4% | +242.6% | +861.8% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling