+992.7%
C vs CMS
+475.9%
+516.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -5.3% | +1.7% | -7.0% | -5.9% |
| 30D | -7.3% | +8.6% | -16.0% | -10.4% |
| 3M | -13.5% | -0.5% | -13.0% | -13.4% |
| 6M | -6.5% | -4.2% | -2.3% | -5.4% |
| YTD | +3.6% | +3.4% | +0.2% | +1.2% |
| 1Y | +18.9% | +0.4% | +18.5% | +17.5% |
| 3Y | +205.0% | +38.2% | +166.8% | +161.6% |
| 5Y | +109.4% | +35.4% | +74.0% | +78.2% |
| 10Y | +232.9% | +131.7% | +101.2% | +122.0% |
| All | +992.7% | +475.9% | +516.8% | +340.2% |
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