-2.8%
CMS vs BBWI
-2.2%
-0.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.5% | -4.2% | +4.7% | +0.7% |
| 30D | +7.4% | +24.9% | -17.4% | +6.4% |
| 3M | +1.9% | +13.2% | -11.3% | +1.2% |
| 6M | -2.3% | +12.1% | -14.4% | -2.9% |
| YTD | +3.0% | +11.1% | -8.1% | +2.5% |
| 1Y | -2.8% | +0.7% | -3.5% | -3.4% |
| All | -2.8% | -2.2% | -0.6% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling