+755.0%
SW vs CMS
+698.2%
+56.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -4.6% | -3.6% | -1.0% | -4.5% |
| 3M | +9.4% | -1.9% | +11.3% | +9.5% |
| 6M | +3.5% | -11.0% | +14.5% | +3.8% |
| YTD | +22.0% | +0.2% | +21.8% | +22.1% |
| 1Y | +2.2% | -1.3% | +3.5% | +2.3% |
| 3Y | +19.6% | +35.9% | -16.3% | +19.0% |
| 5Y | -2.3% | +23.1% | -25.4% | -2.9% |
| 10Y | +181.4% | +117.9% | +63.4% | +187.8% |
| All | +755.0% | +698.2% | +56.8% | +999.1% |
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