+223.5%
C vs CMS
+125.4%
+98.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -6.0% | +6.3% | -12.3% | -8.0% |
| 3M | -10.5% | -2.1% | -8.5% | -10.0% |
| 6M | -5.7% | -5.1% | -0.6% | -4.5% |
| YTD | +4.1% | +1.3% | +2.9% | +2.7% |
| 1Y | +20.5% | -1.4% | +21.9% | +19.9% |
| 3Y | +208.1% | +36.9% | +171.2% | +166.9% |
| 5Y | +110.4% | +32.5% | +77.9% | +81.4% |
| All | +223.5% | +125.4% | +98.1% | +220.6% |
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