+121.7%
CMS vs CF
+561.7%
-440.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | +6.3% | +4.3% | +2.0% | +6.0% |
| 3M | -2.1% | +2.8% | -4.9% | -2.4% |
| 6M | -5.1% | +0.6% | -5.7% | -5.4% |
| YTD | +1.3% | +56.6% | -55.4% | -2.9% |
| 1Y | -1.4% | +49.6% | -51.0% | -5.1% |
| 3Y | +36.9% | +61.5% | -24.6% | +29.9% |
| 5Y | +32.5% | +124.0% | -91.4% | +20.3% |
| All | +121.7% | +561.7% | -440.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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