+132.3%
CMS vs CP
+261.0%
-128.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | +7.1% | +11.3% | -4.3% | +4.2% |
| 3M | -1.3% | +2.9% | -4.1% | -2.1% |
| 6M | -2.7% | +9.8% | -12.4% | -5.1% |
| YTD | +2.6% | +28.5% | -25.9% | -4.2% |
| 1Y | -2.0% | +33.5% | -35.5% | -9.4% |
| 3Y | +39.6% | +31.9% | +7.7% | +27.1% |
| 5Y | +35.3% | +25.5% | +9.8% | +23.5% |
| 10Y | +132.3% | +257.6% | -125.2% | +75.6% |
| All | +132.3% | +261.0% | -128.7% | +75.6% |
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