+32.6%
CMS vs BBY
+38.5%
-5.9%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -2.8% | +5.8% | -8.6% | -3.1% |
| 3M | -7.1% | +18.0% | -25.1% | -8.0% |
| 6M | -10.0% | +39.8% | -49.9% | -11.8% |
| YTD | -0.9% | +35.4% | -36.3% | -2.8% |
| 1Y | -2.0% | +21.4% | -23.4% | -3.3% |
| All | +32.6% | +38.5% | -5.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling