+132.3%
CMS vs BBWI
-41.3%
+173.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | -0.9% | -6.2% | +5.3% | -0.6% |
| 30D | +7.1% | +25.5% | -18.4% | +5.8% |
| 3M | -1.3% | +8.0% | -9.3% | -1.9% |
| 6M | -2.7% | +12.7% | -15.3% | -3.6% |
| YTD | +2.6% | +11.6% | -9.0% | +1.4% |
| 1Y | -2.0% | -0.9% | -1.1% | -2.8% |
| 3Y | +39.6% | -22.7% | +62.3% | +38.6% |
| 5Y | +35.3% | -67.2% | +102.5% | +39.0% |
| 10Y | +132.3% | -43.7% | +176.0% | +104.4% |
| All | +132.3% | -41.3% | +173.6% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling