+136.0%
CMS vs BR
+280.7%
-144.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | +6.6% | +15.9% | -9.3% | +2.2% |
| 3M | +0.8% | +13.7% | -12.8% | -3.0% |
| 6M | -3.3% | +31.0% | -34.3% | -11.3% |
| YTD | +2.7% | -12.0% | +14.7% | +6.1% |
| 1Y | -4.0% | -11.5% | +7.5% | -1.1% |
| 3Y | +37.6% | +14.9% | +22.7% | +28.2% |
| 5Y | +35.4% | +20.1% | +15.4% | +22.3% |
| 10Y | +136.0% | +278.9% | -142.9% | +46.5% |
| All | +136.0% | +280.7% | -144.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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