+218.3%
C vs CMS
+137.8%
+80.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -5.3% | +6.6% | -11.9% | -7.5% |
| 3M | -8.0% | +0.8% | -8.8% | -8.4% |
| 6M | -0.3% | -3.3% | +3.1% | +0.5% |
| YTD | +8.6% | +2.7% | +5.9% | +6.6% |
| 1Y | +25.8% | -4.0% | +29.8% | +26.5% |
| 3Y | +221.2% | +37.6% | +183.6% | +177.0% |
| 5Y | +113.6% | +35.4% | +78.1% | +82.0% |
| 10Y | +218.3% | +136.0% | +82.3% | +209.1% |
| All | +218.3% | +137.8% | +80.6% | +209.1% |
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 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