+136.2%
CMS vs CAPR
-63.2%
+199.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.2% | -0.6% |
| 7D | -1.3% | +19.1% | -20.3% | -1.3% |
| 30D | +5.3% | +48.8% | -43.6% | +5.3% |
| 3M | -0.3% | +144.4% | -144.7% | -0.2% |
| 6M | -4.0% | -67.5% | +63.5% | -4.1% |
| YTD | +2.1% | -64.5% | +66.7% | +2.1% |
| 1Y | -4.7% | +74.4% | -79.2% | -4.3% |
| 3Y | +36.8% | +265.7% | -228.9% | +37.9% |
| 5Y | +34.9% | +196.0% | -161.1% | +36.1% |
| All | +136.2% | -63.2% | +199.4% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling