+20.5%
C vs CMS
-1.6%
+22.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.5% |
| 30D | -6.0% | +6.3% | -12.3% | -5.1% |
| 3M | -10.5% | -2.1% | -8.5% | -10.9% |
| 6M | -5.7% | -5.1% | -0.6% | -6.6% |
| YTD | +4.1% | +1.3% | +2.9% | +3.9% |
| 1Y | +20.5% | -1.4% | +21.9% | +20.1% |
| All | +20.5% | -1.6% | +22.1% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling