-49.5%
SMR vs CMS
+24.0%
-73.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.1% | +18.4% | +16.8% |
| 7D | -9.6% | -1.3% | -8.3% | -9.4% |
| 30D | -33.8% | +6.3% | -40.1% | -35.3% |
| 3M | -46.4% | -2.1% | -44.3% | -46.1% |
| 6M | -62.4% | -5.1% | -57.3% | -62.2% |
| YTD | -64.1% | +1.3% | -65.4% | -65.1% |
| 1Y | -84.3% | -1.4% | -83.0% | -84.6% |
| 3Y | +55.8% | +36.9% | +18.9% | +20.4% |
| All | -49.5% | +24.0% | -73.5% | -59.3% |
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