+35.2%
CMS vs BR
-4.7%
+39.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.8% |
| 7D | +1.2% | -5.9% | +7.2% | +2.0% |
| 30D | -3.2% | +1.9% | -5.1% | -3.5% |
| 3M | -2.2% | +14.7% | -16.9% | -4.4% |
| 6M | -9.4% | -12.8% | +3.3% | -6.7% |
| YTD | +0.7% | -23.0% | +23.7% | +7.2% |
| 1Y | +0.4% | -31.7% | +32.0% | +10.5% |
| 3Y | +35.2% | -4.8% | +39.9% | +34.0% |
| All | +35.2% | -4.7% | +39.9% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling