+123.5%
CMS vs CP
+253.8%
-130.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -0.5% | +2.8% | -3.3% | -1.2% |
| 30D | +7.2% | +10.2% | -3.0% | +4.6% |
| 3M | -1.3% | +2.4% | -3.6% | -1.9% |
| 6M | -4.3% | +7.7% | -12.0% | -6.3% |
| YTD | +2.1% | +26.0% | -23.9% | -4.2% |
| 1Y | -0.6% | +34.6% | -35.2% | -8.3% |
| 3Y | +38.0% | +26.7% | +11.4% | +27.1% |
| 5Y | +33.6% | +24.9% | +8.7% | +22.0% |
| All | +123.5% | +253.8% | -130.3% | +70.5% |
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