+194.9%
SO vs CMS
+134.3%
+60.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | +8.7% | +7.4% | +1.3% | +2.1% |
| 3M | +3.4% | +1.9% | +1.5% | +1.7% |
| 6M | +3.7% | -2.3% | +6.0% | +5.7% |
| YTD | +10.0% | +3.0% | +7.1% | +7.0% |
| 1Y | +6.6% | -2.8% | +9.4% | +9.0% |
| 3Y | +52.5% | +37.9% | +14.6% | +13.7% |
| 5Y | +76.1% | +34.0% | +42.1% | +33.0% |
| 10Y | +194.9% | +138.1% | +56.8% | +41.8% |
| All | +194.9% | +134.3% | +60.6% | +41.8% |
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 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