+372.3%
SE vs CMS
+91.0%
+281.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -19.4% | +7.4% | -26.8% | -20.9% |
| 3M | -33.1% | +1.9% | -35.0% | -33.5% |
| 6M | -11.4% | -2.3% | -9.1% | -11.3% |
| YTD | -39.8% | +3.0% | -42.8% | -40.7% |
| 1Y | -50.5% | -2.8% | -47.7% | -50.4% |
| 3Y | +68.9% | +37.9% | +31.0% | +49.1% |
| 5Y | -77.1% | +34.0% | -111.0% | -79.9% |
| All | +372.3% | +91.0% | +281.3% | +242.7% |
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