+136.0%
CMS vs CPB
-40.1%
+176.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -1.1% | -4.1% | +3.0% | 0.0% |
| 30D | +6.6% | +16.9% | -10.4% | +2.0% |
| 3M | +0.8% | -0.6% | +1.4% | +0.5% |
| 6M | -3.3% | +11.4% | -14.7% | -6.9% |
| YTD | +2.7% | -14.8% | +17.6% | +6.1% |
| 1Y | -4.0% | -24.8% | +20.8% | +2.7% |
| 3Y | +37.6% | -36.6% | +74.2% | +53.1% |
| 5Y | +35.4% | -33.3% | +68.8% | +47.8% |
| 10Y | +136.0% | -40.4% | +176.4% | +141.4% |
| All | +136.0% | -40.1% | +176.2% | +141.4% |
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