+157.6%
ALL vs CMS
+35.4%
+122.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | +13.8% | +7.4% | +6.4% | +10.0% |
| 3M | -2.8% | +1.9% | -4.6% | -3.6% |
| 6M | +23.7% | -2.3% | +26.0% | +25.1% |
| YTD | +27.3% | +3.0% | +24.3% | +25.1% |
| 1Y | +30.5% | -2.8% | +33.3% | +31.9% |
| 3Y | +113.0% | +37.9% | +75.1% | +84.9% |
| 5Y | +157.6% | +34.0% | +123.6% | +124.8% |
| All | +157.6% | +35.4% | +122.2% | +124.8% |
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