+459.7%
CMS vs CPB
+325.7%
+133.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.8% |
| 7D | +0.4% | -8.6% | +9.0% | +3.0% |
| 30D | -3.6% | -7.2% | +3.6% | -1.6% |
| 3M | -1.9% | +0.9% | -2.8% | -2.7% |
| 6M | -11.0% | -11.8% | +0.8% | -8.4% |
| YTD | +0.2% | -19.4% | +19.6% | +5.7% |
| 1Y | -1.3% | -30.4% | +29.1% | +8.5% |
| 3Y | +35.9% | -40.2% | +76.1% | +55.0% |
| 5Y | +23.1% | -39.5% | +62.6% | +38.7% |
| 10Y | +117.9% | -47.4% | +165.3% | +146.8% |
| All | +459.7% | +325.7% | +133.9% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling