+363.8%
ALL vs CMS
+127.7%
+236.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -3.9% | -0.9% | -3.0% | -3.4% |
| 30D | +10.6% | +7.1% | +3.6% | +7.0% |
| 3M | -4.6% | -1.3% | -3.3% | -3.9% |
| 6M | +20.2% | -2.7% | +22.8% | +21.8% |
| YTD | +23.7% | +2.6% | +21.1% | +21.7% |
| 1Y | +27.9% | -2.0% | +29.9% | +28.7% |
| 3Y | +109.2% | +39.6% | +69.5% | +76.1% |
| 5Y | +148.0% | +35.3% | +112.7% | +108.7% |
| 10Y | +363.8% | +132.3% | +231.4% | +257.9% |
| All | +363.8% | +127.7% | +236.1% | +257.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling