+37.1%
CMS vs COMP
-56.6%
+93.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.2% | +7.7% | -0.1% |
| 7D | +1.7% | -1.8% | +3.5% | +1.7% |
| 30D | +8.6% | -0.8% | +9.4% | +8.6% |
| 3M | -0.5% | -28.1% | +27.7% | +0.6% |
| 6M | -4.2% | +27.0% | -31.2% | -5.4% |
| YTD | +3.4% | -12.8% | +16.2% | +3.2% |
| 1Y | +0.4% | +4.9% | -4.5% | -0.6% |
| 3Y | +38.2% | +321.0% | -282.8% | +27.2% |
| 5Y | +35.4% | -25.6% | +61.0% | +20.4% |
| All | +37.1% | -56.6% | +93.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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