+115.8%
CMS vs BEN
+56.5%
+59.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.2% | +4.7% | -3.5% | +0.4% |
| 30D | -3.2% | +2.6% | -5.8% | -3.6% |
| 3M | -2.2% | +11.5% | -13.7% | -4.2% |
| 6M | -9.4% | +35.3% | -44.8% | -14.6% |
| YTD | +0.7% | +48.6% | -48.0% | -6.9% |
| 1Y | +0.4% | +46.7% | -46.3% | -7.2% |
| 3Y | +35.2% | +57.0% | -21.8% | +21.5% |
| 5Y | +24.1% | +41.8% | -17.7% | +11.2% |
| 10Y | +115.8% | +55.2% | +60.6% | +66.6% |
| All | +115.8% | +56.5% | +59.3% | +66.6% |
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