+281.8%
CMS vs BB
+258.8%
+23.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | -5.6% | +6.0% | +0.6% |
| 30D | -3.6% | -11.8% | +8.2% | -3.1% |
| 3M | -1.9% | -25.5% | +23.6% | -1.0% |
| 6M | -11.0% | +121.3% | -132.2% | -14.7% |
| YTD | +0.2% | +103.2% | -103.0% | -3.6% |
| 1Y | -1.3% | +102.6% | -103.9% | -5.3% |
| 3Y | +35.9% | +37.5% | -1.6% | +30.7% |
| 5Y | +23.1% | -30.4% | +53.5% | +20.5% |
| 10Y | +117.9% | 0.0% | +117.9% | +98.1% |
| All | +281.8% | +258.8% | +23.0% | +260.0% |
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