+472.9%
CMS vs BG
+949.6%
-476.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -0.9% | +7.4% | -8.3% | -2.2% |
| 30D | +7.1% | -1.5% | +8.6% | +7.3% |
| 3M | -1.3% | -6.1% | +4.8% | -0.4% |
| 6M | -2.7% | -18.0% | +15.4% | +0.4% |
| YTD | +2.6% | +15.6% | -13.0% | -1.1% |
| 1Y | -2.0% | +9.6% | -11.6% | -4.6% |
| 3Y | +39.6% | +6.3% | +33.3% | +34.7% |
| 5Y | +35.3% | +24.6% | +10.8% | +24.2% |
| 10Y | +132.3% | +98.1% | +34.2% | +83.7% |
| All | +472.9% | +949.6% | -476.7% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling