+76.6%
CB vs CMS
+36.5%
+40.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -3.1% | -3.6% | +0.5% | -1.8% |
| 3M | +9.0% | -1.9% | +10.9% | +9.9% |
| 6M | +2.9% | -11.0% | +13.8% | +7.3% |
| YTD | +10.1% | +0.2% | +9.9% | +9.8% |
| 1Y | +22.8% | -1.3% | +24.1% | +23.1% |
| All | +76.6% | +36.5% | +40.2% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling