-46.2%
SE vs CMS
-2.7%
-43.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.3% |
| 30D | -20.9% | +6.2% | -27.1% | -20.1% |
| 3M | -38.9% | +0.6% | -39.5% | -38.8% |
| 6M | -19.4% | -1.8% | -17.7% | -19.8% |
| YTD | -40.9% | +3.8% | -44.8% | -41.3% |
| 1Y | -46.2% | -1.8% | -44.4% | -44.7% |
| All | -46.2% | -2.7% | -43.5% | -44.7% |
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 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