+101.7%
SMR vs CMS
+39.2%
+62.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.3% |
| 7D | -8.3% | +1.7% | -10.0% | -8.3% |
| 30D | -20.1% | +6.2% | -26.3% | -20.2% |
| 3M | -52.7% | +0.6% | -53.3% | -52.7% |
| 6M | -61.0% | -1.8% | -59.3% | -61.2% |
| YTD | -67.1% | +3.8% | -71.0% | -67.7% |
| 1Y | -79.9% | -1.8% | -78.1% | -79.9% |
| 3Y | +101.7% | +39.8% | +61.9% | +29.0% |
| All | +101.7% | +39.2% | +62.5% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling