-3.1%
CMS vs A
+23.5%
-26.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.6% |
| 7D | -0.9% | +4.8% | -5.7% | -0.8% |
| 30D | +7.1% | +5.6% | +1.4% | +7.2% |
| 3M | -1.3% | +23.6% | -24.9% | -1.0% |
| 6M | -2.7% | +56.4% | -59.0% | -2.4% |
| YTD | +2.6% | +33.4% | -30.8% | +3.3% |
| All | -3.1% | +23.5% | -26.6% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling