+39.9%
CMS vs CP
+28.7%
+11.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.7% | +6.1% | -4.4% | +0.8% |
| 30D | +8.6% | +9.8% | -1.1% | +7.2% |
| 3M | -0.5% | +2.7% | -3.2% | -1.0% |
| 6M | -4.2% | +12.8% | -16.9% | -5.7% |
| YTD | +3.4% | +28.2% | -24.7% | +0.3% |
| 1Y | +0.4% | +34.1% | -33.7% | -3.1% |
| All | +39.9% | +28.7% | +11.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling