+24.1%
CMS vs BR
+9.8%
+14.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +1.0% |
| 7D | +1.2% | -5.9% | +7.2% | +2.6% |
| 30D | -3.2% | +1.9% | -5.1% | -3.8% |
| 3M | -2.2% | +14.7% | -16.9% | -5.8% |
| 6M | -9.4% | -12.8% | +3.3% | -6.3% |
| YTD | +0.7% | -23.0% | +23.7% | +8.0% |
| 1Y | +0.4% | -31.7% | +32.0% | +11.7% |
| 3Y | +35.2% | -4.8% | +39.9% | +33.3% |
| 5Y | +24.1% | +7.8% | +16.3% | +14.1% |
| All | +24.1% | +9.8% | +14.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling