+632.0%
CMS vs CAPR
-99.1%
+731.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -2.1% |
| 7D | -1.3% | +41.1% | -42.4% | -1.3% |
| 30D | +6.3% | +11.1% | -4.8% | +6.3% |
| 3M | -2.1% | +115.3% | -117.4% | -2.0% |
| 6M | -5.1% | -73.8% | +68.7% | -5.2% |
| YTD | +1.3% | -68.8% | +70.1% | +1.2% |
| 1Y | -1.4% | +43.3% | -44.7% | -1.0% |
| 3Y | +36.9% | +214.7% | -177.8% | +37.8% |
| 5Y | +32.5% | +141.3% | -108.7% | +33.5% |
| 10Y | +126.8% | -67.0% | +193.8% | +128.3% |
| All | +632.0% | -99.1% | +731.1% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling