+135.2%
B vs CMS
+36.2%
+99.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +4.3% | +1.7% | +2.7% | +3.7% |
| 30D | -0.9% | +8.6% | -9.6% | -4.4% |
| 3M | -1.4% | -0.5% | -0.9% | -1.3% |
| 6M | +5.0% | -4.2% | +9.2% | +6.4% |
| YTD | -5.8% | +3.4% | -9.3% | -8.0% |
| 1Y | +25.6% | +0.4% | +25.2% | +24.4% |
| 3Y | +161.6% | +38.2% | +123.4% | +120.5% |
| 5Y | +135.2% | +35.4% | +99.8% | +103.8% |
| All | +135.2% | +36.2% | +99.0% | +103.8% |
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