+136.0%
CMS vs A
+308.8%
-172.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +6.6% | +3.3% | +3.3% | +5.8% |
| 3M | +0.8% | +18.5% | -17.7% | -2.6% |
| 6M | -3.3% | +59.3% | -62.6% | -12.2% |
| YTD | +2.7% | +31.0% | -28.3% | -3.3% |
| 1Y | -4.0% | +19.3% | -23.3% | -7.9% |
| 3Y | +37.6% | +66.8% | -29.2% | +19.3% |
| 5Y | +35.4% | +15.5% | +20.0% | +27.0% |
| 10Y | +136.0% | +312.3% | -176.3% | +63.2% |
| All | +136.0% | +308.8% | -172.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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