+246.7%
CB vs CMS
+134.3%
+112.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.2% | +7.4% | +0.8% | +4.6% |
| 3M | +6.3% | +1.9% | +4.4% | +5.3% |
| 6M | +16.2% | -2.3% | +18.5% | +17.3% |
| YTD | +19.3% | +3.0% | +16.4% | +17.2% |
| 1Y | +29.2% | -2.8% | +32.0% | +30.3% |
| 3Y | +71.4% | +37.9% | +33.5% | +45.5% |
| 5Y | +104.2% | +34.0% | +70.3% | +71.6% |
| 10Y | +246.7% | +138.1% | +108.5% | +156.6% |
| All | +246.7% | +134.3% | +112.3% | +156.6% |
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