+136.0%
CMS vs BG
+100.9%
+35.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.1% | +3.4% | -4.5% | -1.6% |
| 30D | +6.6% | -3.8% | +10.3% | +7.1% |
| 3M | +0.8% | -9.6% | +10.4% | +2.2% |
| 6M | -3.3% | -19.5% | +16.2% | -0.5% |
| YTD | +2.7% | +14.6% | -11.9% | -0.4% |
| 1Y | -4.0% | +6.6% | -10.7% | -5.9% |
| 3Y | +37.6% | +4.7% | +32.9% | +33.9% |
| 5Y | +35.4% | +22.1% | +13.4% | +25.8% |
| 10Y | +136.0% | +109.2% | +26.9% | +85.2% |
| All | +136.0% | +100.9% | +35.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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