+532.2%
BE vs CMS
+36.3%
+495.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.4% |
| 7D | +10.8% | +1.7% | +9.1% | +10.3% |
| 30D | -19.8% | +6.2% | -26.0% | -21.5% |
| 3M | -18.7% | +0.6% | -19.4% | -19.1% |
| 6M | -33.7% | -1.8% | -32.0% | -34.5% |
| YTD | +121.0% | +3.8% | +117.1% | +112.1% |
| 1Y | +85.4% | -1.8% | +87.2% | +82.6% |
| 3Y | +1,709.5% | +39.8% | +1,669.7% | +1,296.8% |
| All | +532.2% | +36.3% | +495.9% | +430.0% |
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