+216.9%
B vs CMS
+136.3%
+80.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -6.2% | -1.3% | -4.9% | -5.8% |
| 30D | -6.6% | +5.3% | -11.9% | -8.4% |
| 3M | -7.9% | -0.3% | -7.5% | -7.9% |
| 6M | -16.8% | -4.0% | -12.8% | -15.9% |
| YTD | -11.7% | +2.1% | -13.8% | -12.9% |
| 1Y | +3.5% | -4.7% | +8.2% | +4.7% |
| 3Y | +165.7% | +36.8% | +128.9% | +134.4% |
| 5Y | +108.4% | +34.9% | +73.6% | +84.3% |
| All | +216.9% | +136.3% | +80.7% | +110.7% |
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