+25.9%
CMS vs CF
+227.0%
-201.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | +0.4% | +6.0% | -5.6% | +0.2% |
| 30D | -3.6% | +14.8% | -18.4% | -4.1% |
| 3M | -1.9% | +14.1% | -16.0% | -2.4% |
| 6M | -11.0% | +28.5% | -39.5% | -12.1% |
| YTD | +0.2% | +74.9% | -74.7% | -2.5% |
| 1Y | -1.3% | +61.7% | -63.0% | -3.7% |
| 3Y | +35.9% | +80.3% | -44.4% | +31.2% |
| All | +25.9% | +227.0% | -201.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling