+3,821.1%
ALL vs CMS
+731.7%
+3,089.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +4.2% | +1.7% | +2.6% | +3.6% |
| 30D | +18.9% | +8.6% | +10.3% | +15.7% |
| 3M | +1.2% | -0.5% | +1.7% | +1.4% |
| 6M | +23.2% | -4.2% | +27.4% | +25.1% |
| YTD | +30.0% | +3.4% | +26.6% | +28.3% |
| 1Y | +39.6% | +0.4% | +39.2% | +39.2% |
| 3Y | +115.2% | +38.2% | +77.0% | +92.3% |
| 5Y | +156.2% | +35.4% | +120.8% | +129.0% |
| 10Y | +398.0% | +131.7% | +266.3% | +273.3% |
| All | +3,821.1% | +731.7% | +3,089.3% | +1,809.4% |
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 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