+34.7%
CMS vs BEN
+19.4%
+15.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -2.8% |
| 7D | -1.3% | +6.6% | -7.9% | -2.2% |
| 30D | +6.3% | +3.8% | +2.5% | +5.7% |
| 3M | -2.1% | +0.2% | -2.3% | -2.2% |
| 6M | -5.1% | +10.4% | -15.5% | -6.7% |
| YTD | +1.3% | +46.2% | -44.9% | -5.2% |
| 1Y | -1.4% | +52.3% | -53.6% | -8.4% |
| 3Y | +36.9% | +65.9% | -29.0% | +23.4% |
| All | +34.7% | +19.4% | +15.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling