+448.0%
SNXX vs CMS
-2.4%
+450.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +0.4% |
| 7D | +27.3% | +0.2% | +27.2% | +28.0% |
| 30D | +89.3% | -1.3% | +90.6% | +81.4% |
| 3M | -29.6% | -5.4% | -24.2% | -38.1% |
| 6M | +324.4% | -10.3% | +334.8% | +300.4% |
| All | +448.0% | -2.4% | +450.4% | +510.8% |
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