+39.6%
CMS vs BG
+5.5%
+34.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -0.9% | +7.4% | -8.3% | -1.5% |
| 30D | +7.1% | -1.5% | +8.6% | +7.2% |
| 3M | -1.3% | -6.1% | +4.8% | -0.9% |
| 6M | -2.7% | -18.0% | +15.4% | -1.3% |
| YTD | +2.6% | +15.6% | -13.0% | +0.5% |
| 1Y | -2.0% | +9.6% | -11.6% | -3.5% |
| 3Y | +39.6% | +6.3% | +33.3% | +38.9% |
| All | +39.6% | +5.5% | +34.1% | +38.9% |
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