-50.7%
SE vs CMS
-1.6%
-49.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | -0.2% |
| 7D | +2.0% | -1.3% | +3.3% | +1.8% |
| 30D | -20.0% | +6.3% | -26.3% | -19.1% |
| 3M | -31.8% | -2.1% | -29.7% | -32.0% |
| 6M | -15.9% | -5.1% | -10.8% | -16.6% |
| YTD | -40.6% | +1.3% | -41.9% | -40.9% |
| 1Y | -50.7% | -1.4% | -49.3% | -50.8% |
| All | -50.7% | -1.6% | -49.1% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling