+140.2%
CMS vs BBY
+288.1%
-148.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | +1.7% | +4.5% | -2.7% | +1.2% |
| 30D | +6.2% | +16.8% | -10.6% | +4.4% |
| 3M | +0.6% | +23.2% | -22.6% | -1.8% |
| 6M | -1.8% | +91.9% | -93.7% | -8.8% |
| YTD | +3.8% | +61.6% | -57.8% | -2.0% |
| 1Y | -1.8% | +43.9% | -45.7% | -6.1% |
| 3Y | +39.8% | +88.6% | -48.8% | +26.8% |
| 5Y | +37.1% | -3.1% | +40.2% | +33.0% |
| All | +140.2% | +288.1% | -148.0% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling