+353.3%
CMS vs A
+546.2%
-193.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +6.3% | +3.4% | +3.0% | +5.7% |
| 3M | -2.1% | +23.8% | -25.9% | -5.5% |
| 6M | -5.1% | +49.0% | -54.1% | -11.4% |
| YTD | +1.3% | +29.4% | -28.1% | -3.6% |
| 1Y | -1.4% | +19.4% | -20.8% | -5.0% |
| 3Y | +36.9% | +66.2% | -29.3% | +23.3% |
| 5Y | +32.5% | +15.8% | +16.7% | +25.0% |
| 10Y | +126.8% | +326.1% | -199.3% | +71.9% |
| All | +353.3% | +546.2% | -193.0% | +182.2% |
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 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