+196.4%
SO vs CMS
+140.2%
+56.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.2% |
| 7D | +1.4% | +1.7% | -0.4% | -0.2% |
| 30D | +4.7% | +6.2% | -1.5% | -0.6% |
| 3M | +1.7% | +0.6% | +1.1% | +1.1% |
| 6M | +2.2% | -1.8% | +3.9% | +3.6% |
| YTD | +10.0% | +3.8% | +6.1% | +6.1% |
| 1Y | +6.0% | -1.8% | +7.8% | +7.4% |
| 3Y | +54.1% | +39.8% | +14.3% | +13.6% |
| 5Y | +79.6% | +37.1% | +42.5% | +32.9% |
| All | +196.4% | +140.2% | +56.2% | +41.2% |
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