+132.3%
CMS vs BEN
+70.4%
+61.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.6% |
| 7D | -0.9% | +12.2% | -13.1% | -3.0% |
| 30D | +7.1% | +12.1% | -5.0% | +4.7% |
| 3M | -1.3% | +7.3% | -8.6% | -2.7% |
| 6M | -2.7% | +17.9% | -20.5% | -5.9% |
| YTD | +2.6% | +55.4% | -52.8% | -6.3% |
| 1Y | -2.0% | +69.3% | -71.3% | -12.1% |
| 3Y | +39.6% | +82.8% | -43.2% | +21.1% |
| 5Y | +35.3% | +28.8% | +6.5% | +23.8% |
| 10Y | +132.3% | +53.9% | +78.4% | +72.2% |
| All | +132.3% | +70.4% | +61.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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