-4.0%
CMS vs BR
-11.9%
+7.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.1% |
| 30D | +6.6% | +15.9% | -9.3% | +7.1% |
| 3M | +0.8% | +13.7% | -12.8% | +1.2% |
| 6M | -3.3% | +31.0% | -34.3% | -2.4% |
| YTD | +2.7% | -12.0% | +14.7% | +2.0% |
| 1Y | -4.0% | -11.5% | +7.5% | -4.9% |
| All | -4.0% | -11.9% | +7.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling