+251.7%
CB vs CMS
+140.2%
+111.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | +2.9% | +1.7% | +1.2% | +2.1% |
| 30D | +7.3% | +6.2% | +1.1% | +4.3% |
| 3M | +9.4% | +0.6% | +8.8% | +9.0% |
| 6M | +19.6% | -1.8% | +21.4% | +20.5% |
| YTD | +21.5% | +3.8% | +17.6% | +18.8% |
| 1Y | +28.0% | -1.8% | +29.8% | +28.5% |
| 3Y | +74.9% | +39.8% | +35.0% | +47.4% |
| 5Y | +108.1% | +37.1% | +71.0% | +72.8% |
| All | +251.7% | +140.2% | +111.4% | +159.3% |
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 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