+39.8%
CMS vs BEN
+86.4%
-46.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +1.7% | +6.8% | -5.1% | +1.2% |
| 30D | +6.2% | +18.0% | -11.8% | +4.8% |
| 3M | +0.6% | +7.5% | -6.8% | 0.0% |
| 6M | -1.8% | +14.7% | -16.5% | -3.0% |
| YTD | +3.8% | +56.1% | -52.2% | -0.8% |
| 1Y | -1.8% | +69.6% | -71.4% | -7.1% |
| 3Y | +39.8% | +87.7% | -47.9% | +25.0% |
| All | +39.8% | +86.4% | -46.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling