+132.3%
CMS vs CPB
-39.9%
+172.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.9% | +3.3% | -4.2% | -1.8% |
| 30D | +7.1% | +19.0% | -11.9% | +2.0% |
| 3M | -1.3% | +0.4% | -1.7% | -1.9% |
| 6M | -2.7% | +13.0% | -15.6% | -6.7% |
| YTD | +2.6% | -12.7% | +15.4% | +5.3% |
| 1Y | -2.0% | -20.9% | +18.9% | +3.3% |
| 3Y | +39.6% | -35.4% | +75.0% | +54.6% |
| 5Y | +35.3% | -32.3% | +67.6% | +47.1% |
| 10Y | +132.3% | -40.5% | +172.9% | +141.8% |
| All | +132.3% | -39.9% | +172.3% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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