+55.3%
BE vs CMS
+1.4%
+53.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -5.4% |
| 7D | -12.1% | +4.1% | -16.2% | -9.7% |
| 30D | -30.1% | +10.9% | -40.9% | -25.7% |
| 3M | -12.1% | -0.2% | -11.9% | -13.0% |
| 6M | -30.6% | -4.7% | -25.8% | -34.2% |
| YTD | +130.6% | +3.9% | +126.7% | +121.7% |
| 1Y | +55.3% | +0.4% | +54.9% | +51.7% |
| All | +55.3% | +1.4% | +53.9% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling