+675.5%
BE vs CMS
+88.9%
+586.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.8% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -30.9% | +7.1% | -37.9% | -32.4% |
| 3M | -11.6% | -1.3% | -10.3% | -11.5% |
| 6M | -25.7% | -2.7% | -23.1% | -26.0% |
| YTD | +123.1% | +2.6% | +120.5% | +117.8% |
| 1Y | +43.4% | -2.0% | +45.4% | +42.1% |
| 3Y | +1,683.6% | +39.6% | +1,644.0% | +1,430.7% |
| 5Y | +465.4% | +35.3% | +430.1% | +389.6% |
| All | +675.5% | +88.9% | +586.6% | +810.4% |
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