+740.5%
CMS vs CF
+5,277.9%
-4,537.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +8.6% | +2.2% | +6.4% | +8.3% |
| 3M | -0.5% | +2.1% | -2.6% | -1.0% |
| 6M | -4.2% | -6.5% | +2.4% | -3.9% |
| YTD | +3.4% | +55.6% | -52.1% | -3.2% |
| 1Y | +0.4% | +42.3% | -41.9% | -5.0% |
| 3Y | +38.2% | +55.7% | -17.5% | +27.7% |
| 5Y | +35.4% | +122.4% | -87.0% | +16.5% |
| 10Y | +131.7% | +568.5% | -436.9% | +60.9% |
| All | +740.5% | +5,277.9% | -4,537.5% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling