+630.6%
CMS vs BR
+1,321.0%
-690.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.9% |
| 7D | +0.4% | -5.3% | +5.6% | +2.1% |
| 30D | -3.6% | +6.4% | -10.0% | -5.7% |
| 3M | -1.9% | +13.6% | -15.6% | -6.4% |
| 6M | -11.0% | -6.7% | -4.3% | -10.0% |
| YTD | +0.2% | -21.1% | +21.3% | +6.7% |
| 1Y | -1.3% | -29.6% | +28.2% | +9.1% |
| 3Y | +35.9% | -2.4% | +38.3% | +33.2% |
| 5Y | +23.1% | +11.2% | +11.8% | +13.6% |
| 10Y | +117.9% | +191.8% | -73.9% | +40.5% |
| All | +630.6% | +1,321.0% | -690.4% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling