+803.7%
B vs CMS
+457.8%
+345.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +9.4% | -3.6% | +13.0% | +10.0% |
| 3M | +5.0% | -1.9% | +6.9% | +5.2% |
| 6M | -3.5% | -11.0% | +7.4% | -2.0% |
| YTD | +4.5% | +0.2% | +4.3% | +4.3% |
| 1Y | +67.8% | -1.3% | +69.1% | +67.8% |
| 3Y | +196.7% | +35.9% | +160.8% | +183.1% |
| 5Y | +151.9% | +23.1% | +128.8% | +143.4% |
| 10Y | +202.2% | +117.9% | +84.2% | +171.7% |
| All | +803.7% | +457.8% | +345.9% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling