+1,003.0%
BE vs CMS
+80.9%
+922.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | +9.0% | -1.9% | +11.0% | +9.7% |
| 30D | +16.3% | -4.1% | +20.4% | +17.7% |
| 3M | +10.8% | -7.1% | +17.9% | +12.0% |
| 6M | +73.2% | -10.1% | +83.2% | +76.9% |
| YTD | +217.4% | -1.7% | +219.1% | +214.2% |
| 1Y | +309.8% | -3.4% | +313.2% | +306.0% |
| 3Y | +1,726.2% | +31.6% | +1,694.6% | +1,500.4% |
| 5Y | +1,306.2% | +23.3% | +1,282.9% | +1,150.2% |
| All | +1,003.0% | +80.9% | +922.1% | +1,213.8% |
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