+589.4%
SE vs CMS
+85.9%
+503.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -2.5% | -3.6% | +1.1% | -1.6% |
| 3M | +21.7% | -1.9% | +23.6% | +21.9% |
| 6M | +27.0% | -11.0% | +38.0% | +30.3% |
| YTD | -12.1% | +0.2% | -12.3% | -12.8% |
| 1Y | -40.9% | -1.3% | -39.6% | -41.2% |
| 3Y | +191.0% | +35.9% | +155.1% | +157.2% |
| 5Y | -68.3% | +23.1% | -91.4% | -71.4% |
| All | +589.4% | +85.9% | +503.4% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling