+1,076.1%
BE vs CMS
+23.4%
+1,052.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.4% |
| 7D | +20.0% | +0.4% | +19.6% | +19.9% |
| 30D | +7.9% | -3.6% | +11.5% | +8.9% |
| 3M | -13.2% | -1.9% | -11.3% | -14.4% |
| 6M | +53.5% | -11.0% | +64.4% | +57.0% |
| YTD | +191.0% | +0.2% | +190.8% | +184.6% |
| 1Y | +360.5% | -1.3% | +361.8% | +350.4% |
| 3Y | +1,568.0% | +35.9% | +1,532.1% | +1,273.8% |
| All | +1,076.1% | +23.4% | +1,052.7% | +979.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling