+186.7%
B vs CMS
+127.3%
+59.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.8% |
| 30D | +3.5% | +7.2% | -3.7% | +0.9% |
| 3M | -1.6% | -1.3% | -0.3% | -1.3% |
| 6M | -1.7% | -4.3% | +2.7% | -0.5% |
| YTD | -5.3% | +2.1% | -7.4% | -6.6% |
| 1Y | +27.2% | -0.6% | +27.8% | +26.7% |
| 3Y | +166.1% | +38.0% | +128.1% | +133.8% |
| 5Y | +136.5% | +33.6% | +102.9% | +109.6% |
| All | +186.7% | +127.3% | +59.4% | +102.0% |
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