+465.5%
CMS vs BBWI
+1,142.2%
-676.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.8% |
| 7D | -1.3% | -6.2% | +4.9% | -0.6% |
| 30D | +6.3% | +19.9% | -13.6% | +4.0% |
| 3M | -2.1% | +7.1% | -9.2% | -3.2% |
| 6M | -5.1% | +13.7% | -18.8% | -7.2% |
| YTD | +1.3% | +9.6% | -8.3% | -1.2% |
| 1Y | -1.4% | -1.6% | +0.3% | -3.3% |
| 3Y | +36.9% | -25.9% | +62.8% | +34.9% |
| 5Y | +32.5% | -67.8% | +100.3% | +40.6% |
| 10Y | +126.8% | -43.5% | +170.2% | +101.2% |
| All | +465.5% | +1,142.2% | -676.7% | +166.0% |
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