+7,262.2%
CB vs CMS
+940.0%
+6,322.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | +11.2% | +8.6% | +2.6% | +8.1% |
| 3M | +5.7% | -0.5% | +6.2% | +5.9% |
| 6M | +15.9% | -4.2% | +20.1% | +17.5% |
| YTD | +20.2% | +3.4% | +16.7% | +18.5% |
| 1Y | +32.4% | +0.4% | +32.0% | +31.8% |
| 3Y | +75.5% | +38.2% | +37.3% | +56.0% |
| 5Y | +105.5% | +35.4% | +70.1% | +81.9% |
| 10Y | +258.5% | +131.7% | +126.8% | +165.4% |
| All | +7,262.2% | +940.0% | +6,322.2% | +3,217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling