+34.5%
CMS vs CP
+25.5%
+8.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +0.6% | +0.5% | +0.2% | +0.4% |
| 6M | -1.8% | +10.4% | -12.2% | -4.1% |
| YTD | +3.8% | +28.7% | -24.8% | -2.3% |
| 1Y | -1.8% | +33.2% | -35.0% | -8.4% |
| 3Y | +39.8% | +38.4% | +1.4% | +25.5% |
| All | +34.5% | +25.5% | +8.9% | +20.9% |
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 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