+1,163.5%
C vs CMS
+457.8%
+705.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +2.4% | -1.9% | +4.3% | +2.9% |
| 6M | +24.9% | -11.0% | +35.9% | +30.2% |
| YTD | +19.8% | +0.2% | +19.6% | +18.7% |
| 1Y | +44.9% | -1.3% | +46.2% | +44.2% |
| 3Y | +263.0% | +35.9% | +227.0% | +213.5% |
| 5Y | +129.5% | +23.1% | +106.4% | +103.0% |
| 10Y | +291.6% | +117.9% | +173.7% | +167.7% |
| All | +1,163.5% | +457.8% | +705.7% | +416.3% |
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