+714.7%
B vs CMS
+475.9%
+238.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.3% | +1.7% | +2.7% | +4.1% |
| 30D | -0.9% | +8.6% | -9.6% | -2.2% |
| 3M | -1.4% | -0.5% | -0.9% | -1.3% |
| 6M | +5.0% | -4.2% | +9.2% | +5.5% |
| YTD | -5.8% | +3.4% | -9.3% | -6.5% |
| 1Y | +25.6% | +0.4% | +25.2% | +25.3% |
| 3Y | +161.6% | +38.2% | +123.4% | +148.9% |
| 5Y | +135.2% | +35.4% | +99.8% | +124.3% |
| 10Y | +170.7% | +131.7% | +39.1% | +141.3% |
| All | +714.7% | +475.9% | +238.8% | +472.8% |
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 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