+55.8%
SMR vs CMS
+35.4%
+20.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.1% | +18.4% | +16.3% |
| 7D | -9.6% | -1.3% | -8.3% | -9.6% |
| 30D | -33.8% | +6.3% | -40.1% | -34.2% |
| 3M | -46.4% | -2.1% | -44.3% | -46.4% |
| 6M | -62.4% | -5.1% | -57.3% | -62.5% |
| YTD | -64.1% | +1.3% | -65.4% | -64.9% |
| 1Y | -84.3% | -1.4% | -83.0% | -84.5% |
| 3Y | +55.8% | +36.9% | +18.9% | -10.0% |
| All | +55.8% | +35.4% | +20.4% | -10.0% |
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