+117.7%
CMS vs BG
+171.4%
-53.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.3% | +3.7% | -5.0% | -1.9% |
| 30D | -2.8% | +12.3% | -15.1% | -4.6% |
| 3M | -7.1% | -2.2% | -4.9% | -7.0% |
| 6M | -10.0% | +5.3% | -15.4% | -11.2% |
| YTD | -0.9% | +42.4% | -43.3% | -6.9% |
| 1Y | -2.0% | +55.2% | -57.2% | -9.4% |
| 3Y | +33.0% | +21.0% | +12.0% | +26.9% |
| 5Y | +24.3% | +87.1% | -62.9% | +7.4% |
| All | +117.7% | +171.4% | -53.7% | +61.3% |
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