+121.7%
CMS vs CP
+253.8%
-132.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -1.3% | +2.8% | -4.1% | -2.0% |
| 30D | +6.3% | +10.2% | -3.9% | +3.7% |
| 3M | -2.1% | +2.4% | -4.4% | -2.7% |
| 6M | -5.1% | +7.7% | -12.8% | -7.0% |
| YTD | +1.3% | +26.0% | -24.7% | -5.0% |
| 1Y | -1.4% | +34.6% | -36.0% | -9.1% |
| 3Y | +36.9% | +26.7% | +10.2% | +26.1% |
| 5Y | +32.5% | +24.9% | +7.6% | +21.0% |
| All | +121.7% | +253.8% | -132.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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