+77.0%
SO vs CMS
+32.6%
+44.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | +0.6% |
| 7D | -1.5% | -1.3% | -0.1% | -0.4% |
| 30D | +8.1% | +6.3% | +1.8% | +2.8% |
| 3M | +0.2% | -2.1% | +2.3% | +1.9% |
| 6M | +0.4% | -5.1% | +5.5% | +4.6% |
| YTD | +8.5% | +1.3% | +7.2% | +7.3% |
| 1Y | +4.9% | -1.4% | +6.3% | +5.9% |
| 3Y | +47.9% | +36.9% | +11.0% | +14.1% |
| All | +77.0% | +32.6% | +44.5% | +37.4% |
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