+121.7%
B vs CMS
+35.4%
+86.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -3.3% | +7.4% | -10.8% | -6.3% |
| 3M | -2.5% | +1.9% | -4.4% | -3.5% |
| 6M | -7.2% | -2.3% | -4.9% | -6.8% |
| YTD | -7.4% | +3.0% | -10.3% | -9.3% |
| 1Y | +16.4% | -2.8% | +19.2% | +17.0% |
| 3Y | +178.7% | +37.9% | +140.8% | +135.5% |
| 5Y | +121.7% | +34.0% | +87.7% | +95.0% |
| All | +121.7% | +35.4% | +86.3% | +95.0% |
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 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