+459.7%
CMS vs BEN
+4,913.3%
-4,453.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.9% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -3.6% | -0.5% | -3.1% | -3.5% |
| 3M | -1.9% | +9.7% | -11.6% | -4.0% |
| 6M | -11.0% | +33.9% | -44.9% | -16.7% |
| YTD | +0.2% | +49.0% | -48.8% | -8.5% |
| 1Y | -1.3% | +42.1% | -43.4% | -9.2% |
| 3Y | +35.9% | +51.9% | -15.9% | +21.0% |
| 5Y | +23.1% | +39.0% | -16.0% | +9.3% |
| 10Y | +117.9% | +57.9% | +60.1% | +77.7% |
| All | +459.7% | +4,913.3% | -4,453.7% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling