-0.6%
CMS vs CPB
-18.1%
+17.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -0.5% | +8.0% | -8.5% | -1.6% |
| 30D | +7.2% | +22.4% | -15.2% | +4.3% |
| 3M | -1.3% | +3.8% | -5.1% | -2.3% |
| 6M | -4.3% | +13.7% | -18.0% | -6.2% |
| YTD | +2.1% | -11.7% | +13.8% | +2.1% |
| 1Y | -0.6% | -18.1% | +17.5% | 0.0% |
| All | -0.6% | -18.1% | +17.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling