+911.5%
BE vs CMS
+84.5%
+827.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -13.2% | -1.9% | -11.3% | -13.9% |
| 6M | +53.5% | -11.0% | +64.4% | +57.4% |
| YTD | +191.0% | +0.2% | +190.8% | +186.6% |
| 1Y | +360.5% | -1.3% | +361.8% | +353.7% |
| 3Y | +1,568.0% | +35.9% | +1,532.1% | +1,347.5% |
| 5Y | +1,055.2% | +23.1% | +1,032.1% | +927.9% |
| All | +911.5% | +84.5% | +827.0% | +1,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling