+593.0%
BE vs CMS
+86.4%
+506.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.0% |
| 7D | -14.7% | -1.3% | -13.4% | -14.5% |
| 30D | -40.5% | +6.3% | -46.8% | -41.7% |
| 3M | -24.3% | -2.1% | -22.3% | -24.1% |
| 6M | -39.3% | -5.1% | -34.2% | -39.1% |
| YTD | +99.4% | +1.3% | +98.1% | +95.2% |
| 1Y | +26.6% | -1.4% | +28.0% | +25.0% |
| 3Y | +1,616.9% | +36.9% | +1,580.0% | +1,380.8% |
| 5Y | +441.4% | +32.5% | +408.8% | +371.0% |
| All | +593.0% | +86.4% | +506.6% | +716.1% |
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