-68.9%
CBRS vs CMS
-2.6%
-66.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +8.2% |
| 7D | +0.4% | -0.9% | +1.3% | -0.2% |
| 30D | -41.1% | +7.1% | -48.2% | -38.3% |
| 3M | -57.4% | -1.3% | -56.1% | -57.2% |
| All | -68.9% | -2.6% | -66.3% | -71.1% |
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 · Available span rolling