+737.9%
BE vs CMS
+89.1%
+648.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.0% |
| 7D | +4.5% | -1.1% | +5.6% | +4.8% |
| 30D | -20.1% | +6.6% | -26.7% | -21.8% |
| 3M | -0.8% | +0.8% | -1.6% | -1.2% |
| 6M | -26.2% | -3.3% | -22.9% | -26.4% |
| YTD | +141.1% | +2.7% | +138.4% | +135.2% |
| 1Y | +64.8% | -4.0% | +68.9% | +64.6% |
| 3Y | +1,887.4% | +37.6% | +1,849.8% | +1,614.4% |
| 5Y | +518.1% | +35.4% | +482.6% | +435.2% |
| All | +737.9% | +89.1% | +648.8% | +883.2% |
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