+34.5%
CMS vs BB
-17.6%
+52.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.7% |
| 7D | +1.7% | +1.8% | -0.1% | +1.7% |
| 30D | +6.2% | +8.1% | -2.0% | +5.9% |
| 3M | +0.6% | -1.0% | +1.6% | +0.5% |
| 6M | -1.8% | +45.9% | -47.7% | -3.3% |
| YTD | +3.8% | +134.8% | -131.0% | +0.5% |
| 1Y | -1.8% | +104.6% | -106.4% | -4.5% |
| 3Y | +39.8% | +152.8% | -113.0% | +32.7% |
| All | +34.5% | -17.6% | +52.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling