+76.1%
SO vs CMS
+35.4%
+40.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | +8.7% | +7.4% | +1.3% | +2.6% |
| 3M | +3.4% | +1.9% | +1.5% | +1.8% |
| 6M | +3.7% | -2.3% | +6.0% | +5.6% |
| YTD | +10.0% | +3.0% | +7.1% | +7.3% |
| 1Y | +6.6% | -2.8% | +9.4% | +8.9% |
| 3Y | +52.5% | +37.9% | +14.6% | +17.0% |
| 5Y | +76.1% | +34.0% | +42.1% | +37.1% |
| All | +76.1% | +35.4% | +40.7% | +37.1% |
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