+237.7%
BAC vs CMS
+134.3%
+103.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | -6.7% | +7.4% | -14.1% | -9.1% |
| 3M | -20.2% | +1.9% | -22.1% | -20.8% |
| 6M | -0.2% | -2.3% | +2.1% | +0.3% |
| YTD | -6.4% | +3.0% | -9.3% | -8.1% |
| 1Y | -3.1% | -2.8% | -0.3% | -2.9% |
| 3Y | +96.7% | +37.9% | +58.8% | +69.9% |
| 5Y | +21.3% | +34.0% | -12.7% | +4.2% |
| 10Y | +237.7% | +138.1% | +99.6% | +256.7% |
| All | +237.7% | +134.3% | +103.4% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling