+115.4%
CMS vs CP
+220.9%
-105.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.4% | -2.7% | +3.0% | +1.0% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -1.9% | +2.6% | -4.5% | -2.7% |
| 6M | -11.0% | +6.0% | -16.9% | -12.5% |
| YTD | +0.2% | +24.9% | -24.7% | -5.7% |
| 1Y | -1.3% | +20.1% | -21.4% | -6.3% |
| 3Y | +35.9% | +16.4% | +19.5% | +28.2% |
| 5Y | +23.1% | +31.7% | -8.7% | +10.7% |
| All | +115.4% | +220.9% | -105.5% | +58.9% |
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