+34.5%
CMS vs BBWI
-67.6%
+102.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.2% | +12.9% | -6.7% | +5.6% |
| 3M | +0.6% | +16.0% | -15.4% | -0.2% |
| 6M | -1.8% | +16.6% | -18.4% | -2.7% |
| YTD | +3.8% | +9.7% | -5.9% | +2.9% |
| 1Y | -1.8% | +1.5% | -3.3% | -2.5% |
| 3Y | +39.8% | -21.4% | +61.2% | +38.9% |
| All | +34.5% | -67.6% | +102.1% | +30.5% |
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