+289.2%
CMS vs BB
+325.0%
-35.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -1.3% | +9.0% | -10.2% | -1.6% |
| 30D | +5.3% | +7.7% | -2.4% | +4.8% |
| 3M | -0.3% | +4.0% | -4.3% | -0.8% |
| 6M | -4.0% | +46.6% | -50.7% | -6.4% |
| YTD | +2.1% | +140.6% | -138.5% | -2.7% |
| 1Y | -4.7% | +103.1% | -107.8% | -8.6% |
| 3Y | +36.8% | +150.5% | -113.7% | +28.0% |
| 5Y | +34.9% | -15.4% | +50.2% | +30.8% |
| 10Y | +134.7% | +25.4% | +109.2% | +110.7% |
| All | +289.2% | +325.0% | -35.8% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling