+37.3%
CMS vs CPB
-40.0%
+77.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.6% |
| 7D | +0.4% | -8.6% | +9.0% | +2.4% |
| 30D | -3.6% | -7.2% | +3.6% | -2.1% |
| 3M | -1.9% | +0.9% | -2.8% | -2.6% |
| 6M | -11.0% | -11.8% | +0.8% | -8.7% |
| YTD | +0.2% | -19.4% | +19.6% | +5.0% |
| 1Y | -1.3% | -30.4% | +29.1% | +7.6% |
| All | +37.3% | -40.0% | +77.3% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling