+459.7%
CMS vs BBWI
+1,034.6%
-575.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | -3.6% | -5.2% | +1.6% | -3.2% |
| 3M | -1.9% | +11.1% | -13.0% | -3.5% |
| 6M | -11.0% | -13.4% | +2.4% | -10.3% |
| YTD | +0.2% | +0.1% | +0.1% | -1.0% |
| 1Y | -1.3% | -36.1% | +34.8% | +1.9% |
| 3Y | +35.9% | -44.1% | +80.0% | +38.7% |
| 5Y | +23.1% | -66.2% | +89.3% | +29.7% |
| 10Y | +117.9% | -54.8% | +172.7% | +100.0% |
| All | +459.7% | +1,034.6% | -575.0% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling