+379.5%
SE vs CMS
+90.4%
+289.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +3.3% | -0.9% | +4.2% | +3.5% |
| 30D | -18.2% | +7.1% | -25.2% | -19.6% |
| 3M | -31.3% | -1.3% | -30.0% | -31.1% |
| 6M | -10.1% | -2.7% | -7.5% | -9.9% |
| YTD | -38.9% | +2.6% | -41.5% | -39.7% |
| 1Y | -48.0% | -2.0% | -46.0% | -48.1% |
| 3Y | +78.8% | +39.6% | +39.2% | +57.1% |
| 5Y | -77.1% | +35.3% | -112.5% | -80.1% |
| All | +379.5% | +90.4% | +289.0% | +248.1% |
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