+11.1%
SMR vs CMS
+23.3%
-12.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.8% | +15.1% |
| 7D | +21.4% | +1.2% | +20.2% | +21.0% |
| 30D | +13.8% | -3.2% | +17.0% | +15.0% |
| 3M | +3.9% | -2.2% | +6.1% | +3.6% |
| 6M | -4.2% | -9.4% | +5.2% | -1.8% |
| YTD | -21.1% | +0.7% | -21.8% | -22.8% |
| 1Y | -67.1% | +0.4% | -67.4% | -67.8% |
| 3Y | +88.9% | +35.2% | +53.7% | +46.3% |
| All | +11.1% | +23.3% | -12.1% | -10.1% |
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