+138.0%
B vs CMS
+32.6%
+105.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.4% |
| 7D | +9.6% | -1.3% | +10.9% | +10.2% |
| 30D | +3.5% | +6.3% | -2.8% | +0.8% |
| 3M | -1.6% | -2.1% | +0.5% | -0.9% |
| 6M | -1.7% | -5.1% | +3.4% | 0.0% |
| YTD | -5.3% | +1.3% | -6.6% | -6.7% |
| 1Y | +27.2% | -1.4% | +28.6% | +26.9% |
| 3Y | +166.1% | +36.9% | +129.2% | +125.0% |
| All | +138.0% | +32.6% | +105.4% | +106.9% |
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