+222.9%
SAP vs CMS
+127.7%
+95.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +10.5% | +7.1% | +3.5% | +8.4% |
| 3M | +15.2% | -1.3% | +16.5% | +15.5% |
| 6M | +36.7% | -2.7% | +39.3% | +37.5% |
| YTD | -0.6% | +2.6% | -3.2% | -1.8% |
| 1Y | -4.1% | -2.0% | -2.1% | -4.1% |
| 3Y | +73.2% | +39.6% | +33.6% | +52.9% |
| 5Y | +74.1% | +35.3% | +38.8% | +53.4% |
| 10Y | +222.9% | +132.3% | +90.6% | +149.3% |
| All | +222.9% | +127.7% | +95.2% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling