-1.8%
CMS vs CP
+31.6%
-33.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +6.2% | +9.3% | -3.1% | +4.2% |
| 3M | +0.6% | +0.5% | +0.2% | +0.3% |
| 6M | -1.8% | +10.4% | -12.2% | -3.6% |
| YTD | +3.8% | +28.7% | -24.8% | +1.0% |
| 1Y | -1.8% | +33.2% | -35.0% | -4.9% |
| All | -1.8% | +31.6% | -33.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling