+132.3%
CMS vs BB
+33.0%
+99.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.4% |
| 7D | -0.9% | +15.0% | -15.9% | -1.1% |
| 30D | +7.1% | +3.5% | +3.6% | +6.9% |
| 3M | -1.3% | +2.7% | -4.0% | -1.4% |
| 6M | -2.7% | +44.7% | -47.4% | -3.7% |
| YTD | +2.6% | +143.3% | -140.7% | +0.2% |
| 1Y | -2.0% | +102.2% | -104.2% | -3.9% |
| 3Y | +39.6% | +156.1% | -116.5% | +35.0% |
| 5Y | +35.3% | -17.6% | +52.9% | +32.4% |
| 10Y | +132.3% | +29.0% | +103.4% | +111.7% |
| All | +132.3% | +33.0% | +99.3% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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