+34.7%
CMS vs BBWI
-67.9%
+102.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -2.0% |
| 7D | -1.3% | -6.2% | +4.9% | -1.0% |
| 30D | +6.3% | +19.9% | -13.6% | +5.4% |
| 3M | -2.1% | +7.1% | -9.2% | -2.5% |
| 6M | -5.1% | +13.7% | -18.8% | -5.9% |
| YTD | +1.3% | +9.6% | -8.3% | +0.4% |
| 1Y | -1.4% | -1.6% | +0.3% | -2.0% |
| 3Y | +36.9% | -25.9% | +62.8% | +36.5% |
| All | +34.7% | -67.9% | +102.5% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling