-34.4%
BAX vs CMS
+137.8%
-172.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | +6.3% | +6.6% | -0.3% | +3.4% |
| 3M | -4.6% | +0.8% | -5.4% | -5.1% |
| 6M | +50.4% | -3.3% | +53.7% | +52.2% |
| YTD | +38.0% | +2.7% | +35.3% | +36.1% |
| 1Y | +44.6% | -4.0% | +48.6% | +46.6% |
| 3Y | -15.1% | +37.6% | -52.7% | -26.8% |
| 5Y | -63.3% | +35.4% | -98.7% | -68.6% |
| 10Y | -34.4% | +136.0% | -170.4% | -50.3% |
| All | -34.4% | +137.8% | -172.1% | -50.3% |
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