-3.1%
CMS vs BB
+100.0%
-103.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.7% |
| 7D | -0.9% | +15.0% | -15.9% | -0.5% |
| 30D | +7.1% | +3.5% | +3.6% | +7.2% |
| 3M | -1.3% | +2.7% | -4.0% | -1.1% |
| 6M | -2.7% | +44.7% | -47.4% | -3.0% |
| YTD | +2.6% | +143.3% | -140.7% | +1.2% |
| All | -3.1% | +100.0% | -103.1% | -3.7% |
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 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