+35.2%
CMS vs BG
+20.0%
+15.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.1% |
| 7D | +1.2% | +2.4% | -1.1% | +1.0% |
| 30D | -3.2% | +15.0% | -18.2% | -4.3% |
| 3M | -2.2% | -0.7% | -1.5% | -2.2% |
| 6M | -9.4% | +7.5% | -16.9% | -10.3% |
| YTD | +0.7% | +41.6% | -40.9% | -3.1% |
| 1Y | +0.4% | +50.7% | -50.3% | -4.1% |
| 3Y | +35.2% | +20.3% | +14.9% | +31.3% |
| All | +35.2% | +20.0% | +15.2% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling