+248.2%
CB vs CMS
+125.4%
+122.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +0.2% | -1.3% | +1.6% | +0.9% |
| 30D | +9.1% | +6.3% | +2.7% | +6.0% |
| 3M | +3.4% | -2.1% | +5.5% | +4.4% |
| 6M | +14.1% | -5.1% | +19.2% | +16.8% |
| YTD | +18.0% | +1.3% | +16.8% | +16.8% |
| 1Y | +30.1% | -1.4% | +31.5% | +30.4% |
| 3Y | +71.8% | +36.9% | +34.8% | +46.4% |
| 5Y | +101.8% | +32.5% | +69.3% | +70.6% |
| All | +248.2% | +125.4% | +122.8% | +162.6% |
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