-68.1%
SE vs CMS
+23.4%
-91.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | -2.5% | -3.6% | +1.1% | -2.2% |
| 3M | +21.7% | -1.9% | +23.6% | +21.6% |
| 6M | +27.0% | -11.0% | +38.0% | +28.1% |
| YTD | -12.1% | +0.2% | -12.3% | -12.5% |
| 1Y | -40.9% | -1.3% | -39.6% | -41.1% |
| 3Y | +191.0% | +35.9% | +155.1% | +170.5% |
| All | -68.1% | +23.4% | -91.5% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling