+35.4%
CMS vs CP
+27.2%
+8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.7% | +6.1% | -4.4% | +0.3% |
| 30D | +8.6% | +9.8% | -1.1% | +6.3% |
| 3M | -0.5% | +2.7% | -3.2% | -1.2% |
| 6M | -4.2% | +12.8% | -16.9% | -6.9% |
| YTD | +3.4% | +28.2% | -24.7% | -2.6% |
| 1Y | +0.4% | +34.1% | -33.7% | -6.5% |
| 3Y | +38.2% | +28.9% | +9.3% | +27.0% |
| 5Y | +35.4% | +27.1% | +8.4% | +22.4% |
| All | +35.4% | +27.2% | +8.2% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling