+136.2%
CMS vs BEN
+58.0%
+78.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.3% | +11.3% | -12.6% | -3.2% |
| 30D | +5.3% | +15.0% | -9.8% | +2.5% |
| 3M | -0.3% | +7.8% | -8.2% | -1.9% |
| 6M | -4.0% | +15.5% | -19.5% | -6.9% |
| YTD | +2.1% | +55.4% | -53.3% | -6.8% |
| 1Y | -4.7% | +63.3% | -68.0% | -13.9% |
| 3Y | +36.8% | +83.4% | -46.6% | +18.5% |
| 5Y | +34.9% | +28.1% | +6.8% | +23.5% |
| All | +136.2% | +58.0% | +78.2% | +77.0% |
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