-33.9%
BAX vs CMS
+127.7%
-161.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +9.0% | -0.9% | +10.0% | +9.4% |
| 30D | +8.5% | +7.1% | +1.4% | +5.3% |
| 3M | -4.1% | -1.3% | -2.8% | -3.8% |
| 6M | +46.9% | -2.7% | +49.6% | +48.3% |
| YTD | +38.4% | +2.6% | +35.8% | +36.5% |
| 1Y | +47.0% | -2.0% | +49.0% | +47.7% |
| 3Y | -14.9% | +39.6% | -54.6% | -27.0% |
| 5Y | -62.5% | +35.3% | -97.8% | -67.8% |
| 10Y | -33.9% | +132.3% | -166.2% | -48.3% |
| All | -33.9% | +127.7% | -161.6% | -48.3% |
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