+140.2%
CMS vs BG
+111.0%
+29.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | +1.7% | +2.6% | -0.8% | +1.3% |
| 30D | +6.2% | -6.7% | +12.9% | +7.3% |
| 3M | +0.6% | -9.3% | +9.9% | +2.0% |
| 6M | -1.8% | -18.3% | +16.6% | +0.9% |
| YTD | +3.8% | +16.2% | -12.3% | +0.5% |
| 1Y | -1.8% | +7.6% | -9.4% | -3.8% |
| 3Y | +39.8% | +6.6% | +33.3% | +35.7% |
| 5Y | +37.1% | +22.2% | +14.9% | +27.3% |
| All | +140.2% | +111.0% | +29.2% | +84.2% |
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