+5,976.4%
SO vs CMS
+457.8%
+5,518.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -4.6% | -3.6% | -1.0% | -3.3% |
| 3M | -3.0% | -1.9% | -1.1% | -2.3% |
| 6M | -8.3% | -11.0% | +2.7% | -4.2% |
| YTD | +3.5% | +0.2% | +3.3% | +3.6% |
| 1Y | -0.9% | -1.3% | +0.4% | -0.3% |
| 3Y | +45.4% | +35.9% | +9.4% | +30.7% |
| 5Y | +59.6% | +23.1% | +36.5% | +49.2% |
| 10Y | +156.6% | +117.9% | +38.7% | +106.6% |
| All | +5,976.4% | +457.8% | +5,518.6% | +3,665.1% |
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 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