+51.6%
SW vs CMS
+38.9%
+12.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +12.1% | +4.1% | +8.0% | +11.3% |
| 30D | +6.6% | +10.9% | -4.3% | +4.8% |
| 3M | -6.0% | -0.2% | -5.8% | -6.0% |
| 6M | +21.5% | -4.7% | +26.2% | +22.3% |
| YTD | +20.3% | +3.9% | +16.4% | +19.7% |
| 1Y | +28.1% | +0.4% | +27.8% | +28.1% |
| All | +51.6% | +38.9% | +12.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling