+248.2%
CB vs CMS
+127.3%
+120.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | +9.1% | +7.2% | +1.9% | +5.6% |
| 3M | +3.4% | -1.3% | +4.7% | +4.0% |
| 6M | +14.1% | -4.3% | +18.4% | +16.3% |
| YTD | +18.0% | +2.1% | +15.9% | +16.4% |
| 1Y | +30.1% | -0.6% | +30.7% | +29.9% |
| 3Y | +71.8% | +38.0% | +33.7% | +45.9% |
| 5Y | +101.8% | +33.6% | +68.2% | +70.0% |
| All | +248.2% | +127.3% | +120.9% | +161.6% |
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