+145.0%
ALL vs CMS
+32.6%
+112.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.3% | -3.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | +13.8% | +6.3% | +7.5% | +10.6% |
| 3M | -7.0% | -2.1% | -4.9% | -6.1% |
| 6M | +18.0% | -5.1% | +23.1% | +21.0% |
| YTD | +24.2% | +1.3% | +22.9% | +23.1% |
| 1Y | +31.2% | -1.4% | +32.6% | +31.6% |
| 3Y | +107.5% | +36.9% | +70.6% | +81.1% |
| All | +145.0% | +32.6% | +112.5% | +115.4% |
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 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