-36.8%
BAX vs CMS
+125.4%
-162.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.4% |
| 7D | +12.1% | -1.3% | +13.4% | +12.7% |
| 30D | +7.6% | +6.3% | +1.3% | +4.8% |
| 3M | -4.5% | -2.1% | -2.4% | -3.9% |
| 6M | +52.0% | -5.1% | +57.1% | +55.0% |
| YTD | +35.1% | +1.3% | +33.9% | +34.0% |
| 1Y | +43.7% | -1.4% | +45.1% | +44.0% |
| 3Y | -20.9% | +36.9% | -57.9% | -31.7% |
| 5Y | -63.5% | +32.5% | -96.1% | -68.5% |
| All | -36.8% | +125.4% | -162.3% | -51.9% |
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