+22.3%
ALL vs CMS
-10.9%
+33.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 7D | 0.0% | +0.4% | -0.3% | -0.2% |
| 30D | -1.5% | -3.6% | +2.1% | +0.3% |
| 3M | +23.6% | -1.9% | +25.5% | +26.4% |
| 6M | +22.3% | -11.0% | +33.3% | +26.9% |
| All | +22.3% | -10.9% | +33.3% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling