+64.8%
BE vs CMS
-2.8%
+67.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +12.8% |
| 7D | +4.5% | -1.1% | +5.6% | +3.7% |
| 30D | -20.1% | +6.6% | -26.7% | -17.0% |
| 3M | -0.8% | +0.8% | -1.6% | -0.9% |
| 6M | -26.2% | -3.3% | -22.9% | -30.4% |
| YTD | +141.1% | +2.7% | +138.4% | +124.6% |
| 1Y | +64.8% | -4.0% | +68.9% | +70.3% |
| All | +64.8% | -2.8% | +67.7% | +70.3% |
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