+293.4%
C vs CMS
+117.1%
+176.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | +0.4% | +3.3% | +3.5% |
| 30D | +0.1% | -3.6% | +3.7% | +1.3% |
| 3M | +2.4% | -1.9% | +4.3% | +2.8% |
| 6M | +24.9% | -11.0% | +35.9% | +29.4% |
| YTD | +19.8% | +0.2% | +19.6% | +18.7% |
| 1Y | +44.9% | -1.3% | +46.2% | +44.1% |
| 3Y | +263.0% | +35.9% | +227.0% | +215.6% |
| 5Y | +129.5% | +23.1% | +106.4% | +104.2% |
| All | +293.4% | +117.1% | +176.3% | +270.9% |
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