-11.0%
CMS vs CPB
-14.9%
+4.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.2% |
| 7D | +0.4% | -8.6% | +9.0% | +1.4% |
| 30D | -3.6% | -7.2% | +3.6% | -2.9% |
| 3M | -1.9% | +0.9% | -2.8% | -2.4% |
| 6M | -11.0% | -11.8% | +0.8% | -11.3% |
| All | -11.0% | -14.9% | +4.0% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling