+348.5%
CMS vs A
+457.0%
-108.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.4% | -1.9% | +2.3% | +0.7% |
| 30D | -3.6% | +6.9% | -10.5% | -4.7% |
| 3M | -1.9% | +9.2% | -11.2% | -3.4% |
| 6M | -11.0% | +25.7% | -36.7% | -14.6% |
| YTD | +0.2% | +11.5% | -11.3% | -2.2% |
| 1Y | -1.3% | +18.4% | -19.7% | -4.8% |
| 3Y | +35.9% | +26.6% | +9.3% | +27.9% |
| 5Y | +23.1% | -12.8% | +35.9% | +21.6% |
| 10Y | +117.9% | +247.2% | -129.3% | +70.7% |
| All | +348.5% | +457.0% | -108.5% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling