-1.4%
CMS vs BB
+83.6%
-85.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.0% |
| 7D | -1.3% | +3.8% | -5.1% | -1.2% |
| 30D | +6.3% | -0.3% | +6.7% | +6.3% |
| 3M | -2.1% | -0.5% | -1.6% | -2.0% |
| 6M | -5.1% | +45.9% | -51.0% | -5.4% |
| YTD | +1.3% | +130.6% | -129.4% | -0.1% |
| 1Y | -1.4% | +89.2% | -90.6% | -1.8% |
| All | -1.4% | +83.6% | -85.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling