+24.1%
CMS vs BBY
+0.9%
+23.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.2% | +8.1% | -6.9% | +0.6% |
| 30D | -3.2% | +8.9% | -12.1% | -3.8% |
| 3M | -2.2% | +22.0% | -24.2% | -3.6% |
| 6M | -9.4% | +37.8% | -47.2% | -11.7% |
| YTD | +0.7% | +37.3% | -36.6% | -1.9% |
| 1Y | +0.4% | +21.6% | -21.2% | -1.4% |
| 3Y | +35.2% | +41.5% | -6.3% | +28.9% |
| 5Y | +24.1% | +1.2% | +22.9% | +19.9% |
| All | +24.1% | +0.9% | +23.2% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling