+465.5%
CMS vs BEN
+4,818.7%
-4,353.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -3.1% |
| 7D | -1.3% | +6.6% | -7.9% | -2.7% |
| 30D | +6.3% | +3.8% | +2.5% | +5.3% |
| 3M | -2.1% | +0.2% | -2.3% | -2.3% |
| 6M | -5.1% | +10.4% | -15.5% | -7.5% |
| YTD | +1.3% | +46.2% | -44.9% | -7.3% |
| 1Y | -1.4% | +52.3% | -53.6% | -10.6% |
| 3Y | +36.9% | +65.9% | -29.0% | +19.5% |
| 5Y | +32.5% | +20.6% | +12.0% | +21.6% |
| 10Y | +126.8% | +64.8% | +62.0% | +83.1% |
| All | +465.5% | +4,818.7% | -4,353.1% | +167.0% |
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 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