+648.3%
CMS vs BR
+1,480.9%
-832.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.9% | +4.4% | -5.3% | -2.3% |
| 30D | +7.1% | +16.3% | -9.2% | +2.1% |
| 3M | -1.3% | +16.2% | -17.5% | -6.2% |
| 6M | -2.7% | +30.3% | -33.0% | -11.3% |
| YTD | +2.6% | -12.2% | +14.8% | +5.5% |
| 1Y | -2.0% | -11.3% | +9.3% | +0.4% |
| 3Y | +39.6% | +15.2% | +24.4% | +29.5% |
| 5Y | +35.3% | +18.0% | +17.3% | +22.7% |
| 10Y | +132.3% | +268.7% | -136.3% | +38.6% |
| All | +648.3% | +1,480.9% | -832.7% | +149.8% |
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